Dear Stata list,
I apologise if my previous email was unclear. Let me try and explain again. I am attempting to create a composite index using a number of variables in my panel data set. I have undergone "panel normalization" and have conducted a PCA on relevant variables. Next I wish to weight my variables using the main component of the PCA and find an average which will hopefully create a numerical score for each country and year in my dataset. I was hoping that someone may be able to suggest some resources for me to learn how to do these last couple of steps as I cannot find any detailed information on methodology myself. Any suggestions on how I have undergone this process are also very welcome.
Thanks
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