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- Thu Feb 06, 2025 5:50 am
- Forum: Programming
- Topic: SIMPLE QUESTION - ESTIMATION OF PRINCIPAL COMPONENTS BY HAND
- Replies: 0
- Views: 115535
SIMPLE QUESTION - ESTIMATION OF PRINCIPAL COMPONENTS BY HAND
Hello everyone. My question envolves a discrepancy between principal components estimated by hand in Eviews and the ones estimated by makepcomp. Before making the proper question, I think need to contextualize it. I'm trying to build a Financial Condition Index (FCI) with Principal Components Analys...