Principal Component Analysis (Eigenvector Extracting)

[dean.hong]

Hello,

I used this code: factor dmf1.ipf(n=mineigen) a b c d e f g
to generate a factor. What I am really interested in are principal components, which I can only get (to my knowledge) by clicking View->Eigenvalues-> and click Eigenvectors in additional output section. I want to save first one or two principal components of Eigenvector (loadings) table into my workfile. I tried using factor.eigen(eigvec)function, but it only gave me eigenvalues, not vectors (that I want). Could you let me know how I can do that using code? Thanks in advance.

[EViews Glenn]

Do you just want the eigenvectors and eigenvalues of a covariance matrix? If so, factor analysis may not be what you want.

[dean.hong]

Would there be an alternative way to get the data? Or is there any way I can extract underlying factors from the output? Thanks.

[EViews Glenn]

Use makepcomp,

http://www.eviews.com/help/helpintro.ht ... pcomp.html

or interactively, using from a group using View/Make Principal Components...