EViews.com

Hi,

I want to include a (self-defined) weighting matrix in PCA. However, this is not possible using the standard PCA method available in Eviews 6. Is it possible to get the PCA code so that I can include a weighting matrix myself?

Regards,

Paul

Unfortunately not. Though you might be able to take your loadings and eigenvalues and construct the corresponding matrix, then do PC on that matrix.