MINAP: Stata module to calculate minimum average partial correlation for principal components

Stephen Soldz ()
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Stephen Soldz: Boston Graduate School of Psychoanalysis

Statistical Software Components from Boston College Department of Economics

Abstract: Velicer (1976) proposed that, when conducting principal components analysis as a version of factor analysis, the number of components one should extract is that at which the average partial correlation of the variables, after partialling out m principal components, would be a minimum. minap calculates this minimum average partial correlation. It can take as input either a variable list or a correlation matrix.

Language: Stata
Requires: Stata version 7.0
Keywords: principal components; partial correlation; factor analysis (search for similar items in EconPapers)
Date: 2002-11-08, Revised 2002-11-12
Note: This module may be installed from within Stata by typing "ssc install minap". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/minap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/minap.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s429601

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