Search found 1 match
- Wed Apr 25, 2012 1:08 pm
- Forum: Estimation
- Topic: PCA scores
- Replies: 1
- Views: 2977
PCA scores
Hi, I've performed a PCA in Eviews 7 (covariance matrix and normalized loadings) and tried to reproduce the scores obtained using the eigenvectors matrix (L) and the data in the matrix Y. I tried to use: matrix factors = Y*L but the matrix "factors" has different values than the scores obt...