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PCA in Stata

Posted: Tue Mar 20, 2018 10:20 am
by miorinnovo
Hi,

I'm trying to replicate a principal component indicator that was created in Stata using the "pca" command but even though I'm using the same source data I get a slightly different PCA series. Any idea why that might be?

Thanks.

Re: PCA in Stata

Posted: Thu Mar 29, 2018 2:04 am
by md108
Battling with PCA too can you help me with the following please Miorinnovo


can you please assist me with my post regarding PCA recursive .
I will really really appreciate it.

PCA rolling variance of PC 1
http://forums.eviews.com/viewtopic.php?f=4&t=18975

Regards
Mehul