Paul Karner <[email protected]> asked:
> Does anyone know whether or not STATA can calculate the shares of
> variation in a principal component attributable to its underlying
> variables, or, if STATA cannot do this directly, how to calculate these
> given STATA's output from the "score" command and/or the eigenvectors?
And Stas Kolenikov <[email protected]> provided an answer
involving computing the factor loadings from scratch:
> As far as I understand, those would be the squares of the factor loadings.
>
> . pca mpg wei leng
>
> <cut>
>
>Stata does not save them, so you need to think about ways around it using
>the spectral commands Stata has:
>
> <cut>
You can avoid recomputing the factor loadings. Instead, you can
grab the factor loadings after -pca- or -factor- with
matrix Ld = get(Ld)
Take a look at -help matget- for the other matrices available
after -pca- or -factor-.
Ken Higbee [email protected]
StataCorp 1-800-STATAPC
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
