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st: RE: Principal Component Score


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Principal Component Score
Date   Fri, 16 Sep 2005 14:22:10 +0100

In Stata 8, you should use -score- not -predict, score-
for this purpose, as is explained in the on-line help. 

Nick 
[email protected] 

[email protected]

> I'm using STATA 8 for a Principal Component Analysis, as I'm 
> interested in 
> building one index out of three covariates (i.e.  I need to 
> get the first 
> principal component score). 
> 
> What I do is the following: 
> 
> I type: pca x1 x2 x3 
> 
> and obtain eigenvalues and eigenvector, 
> straightafter I type 
> 
> predict pc1, score 
> 
>  and I get the red message: last estimates not found! 
> 
> I have tried several times, also changing the computer...but 
> the red message 
> always pops up. 

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