EViews.com

Tell EViews to retain only the first three components when you make the scores. See the docs for more details. Hi thanks for the reply The issue I am facing is after i created the matrix E with full eigenvectors / components, E^(-1)S did not produce the orignial data so I would imagine that doing E...

There's a make principal components scores proc off of a group. Hi Thanks for the reply. Did you mean I could create the scores? If so I have created the scores already. I am looking to going back to the original data using only PC 1 2 3 i.e. Let S = scores, E = eigenvector matrix, X = data I got S...

Hi regarding PCA I hope to transform the scores back to original data format using the top 3 PCs I am quite new to the software (version 7) and am not aware that there is a function for this Instead I was hoping to multiply the scores by the inverse the eigenvector matrix but the answer didnt look q...