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st: how to manually calculate eigenvalue of principal components in STATA
From
Mash Hamid <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: how to manually calculate eigenvalue of principal components in STATA
Date
Sun, 26 May 2013 08:55:22 +0000
Hi,
I'm having difficulty computing eigenvalue of principal components (not principal component factors) by hand. I know how to calculate the eigenvalues of each principal component factors. Suppose I have 6 variables in component 1 and the out put looks like:
Component | Eigenvalue Difference Proportion Cumulative
-------------+------------------------------------------------------------
Comp1 | 1.70622 .303339 0.2844 0.2844
Comp2 | 1.40288 .494225 0.2338 0.5182
Comp3 | .908652 .185673 0.1514 0.6696
Comp4 | .722979 .0560588 0.1205 0.7901
Comp5 | .66692 .074563 0.1112 0.9013
Comp6 | .592357 . 0.0987 1.0000
--------------------------------------------------------------------------
Principal components (eigenvectors)
---------------------------------------------------------------------------
Variable | Comp1 Comp2 Comp3 Comp4 Comp5 Comp6 |
---------+------------------------------------------------------------+
bt1 | 0.2741 0.5302 -0.2712 -0.7468 -0.0104 -0.1111 |
bt2 | -0.3713 0.4428 -0.4974 0.2800 0.2996 0.5005 |
bt3 | -0.4077 0.4834 0.0656 0.2466 -0.5649 -0.4646 |
bt4 | -0.3766 0.2748 0.7266 -0.2213 0.4504 0.0538 |
bt5 | 0.4776 0.3345 0.3829 0.1950 -0.3942 0.5657 |
bt6 | 0.5009 0.3192 0.0144 0.4647 0.4824 -0.4453 |
---------------------------------------------------------------------------
how do I calculate the eigenvalue using the info above in STATA by using display?
Many thanks
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