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st: RE: PCA of a correlation matrix ?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: PCA of a correlation matrix ?
Date   Tue, 22 Apr 2003 16:23:18 +0100

Herv� CACI
>
> How can I (directly) extract the principal components of a
> correlation
> matrix. Can I avoid _corr2data_ ?
>
> Can Stata 8 _factor_ a (directly) correlation matrix ?
>
> By the way, I translated into Stata 5 programming language
> many oblique
> rotation procedures of a given UNROTATED factor pattern
> matrix. The _gpfobl_
> ado can be found at my homepage
> (http://perso.wanadoo.fr/herve.caci) with a
> link to the original authors' webpage at UCLA (Robert
> Jennrich & Coen
> Bernaards).

PCA direct from correlation matrix -corr-

mat symeigen eigenvec eigenval = corr

Factor analysis (strict sense) direct
from correlation matrix? I think you
need to write your own code.

Nick
[email protected]

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