Hi,
I am at odds with principal components in Stata. I am using -pca- to create an index of eight variables but I cannot seem to find a way to find a way to get the weights for the underlying variables. Is there anybody who can help me with this?
I use the following procedure
-pca var1 var2 var3 var4 var5 var6 var7 var8-
then, I get the first component as my index:
-predict index, score-
How do I get the weights for var1 ... var8 in index?
Help very much appreciated.
Best regards,
DC
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