st: orthogonal regression

[Kit Baum <baum@bc.edu>]

Can you do orthoganal regression in stata?  No, but you can do 
orthogonal regression easily enough:

. sysuse auto
(1978 Automobile Data)

. pca weight length turn, factor(3)
(obs=74)

            (principal components; 3 components retained)
Component    Eigenvalue     Difference    Proportion    Cumulative
------------------------------------------------------------------
     1        2.77909         2.61204      0.9264         0.9264
     2        0.16706         0.11321      0.0557         0.9821
     3        0.05385               .      0.0179         1.0000

               Eigenvectors
    Variable |      1          2          3
-------------+--------------------------------
      weight |   0.58285   -0.42397    0.69321
      length |   0.58426   -0.37423   -0.72013
        turn |   0.56473    0.82474    0.02959

. score pc1 pc2 pc3
            (based on unrotated principal components)
               Scoring Coefficients
    Variable |      1          2          3
-------------+--------------------------------
      weight |   0.58285   -0.42397    0.69321
      length |   0.58426   -0.37423   -0.72013
        turn |   0.56473    0.82474    0.02959

. regress price pc1-pc3

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

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