-pca- allows aweights and fweights, see: -help weights-
hope this helps,
Maarten
--- J Jones <[email protected]> wrote:
> Hello--I would like to do weighted principal-components analysis
> (weighted PCA / WPCA; initialisms added for accessibility in future
> searches); however I am not sure how to do so. I have variables,
> which may be organized into sets if need be. I know how to get
> covariance matrices from factor analysis or PCA and I know how to do
> simple rescaling such as dividing an original score by a variable's
> standard deviation.
>
> Is it possible to rescale a variable by manipulating its covariance
> matrix? References say to weight variables from a particular set by
> dividing by the-reciprocal-of-the square-roo-
> of-the-eigenvalue-of-the-set's-first-principal-component (W)... and
> also dividing by the standard deviation of the variable.
>
> The exact formula they give is:
> Rescale score=(orig score)/(st dev*W).
>
> So the general method involves doing PCA on sets of variables and
> using the weighitng factor in order to confer proper weight to each
> set. THen you do facotr analysis on the rescaled scores.
> Can somebody help please? Thank you.
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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*
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