CLV: Stata module to implement a clustering of variables around latent components

Jean-Benoit Hardouin ()

Statistical Software Components from Boston College Department of Economics

Abstract: clv clusters variables around latent components. The variables are clustered by searching to minimize at each step the decreasing of the T criterion computed as the sum of the first eigenvalues of the matrices of data of all the clusters. A hierarchical cluster analysis based on this criterion is realized. A consolidation procedure can be run in a second time, which allows assigning each variable to the more correlated latent components. The procedure is described by Vigneau and Qannari (Communications in Statistics - Simulation and Computation, 2003).

Language: Stata
Requires: Stata version 10
Keywords: Clustering around latent components; Varclus; CLV; unidimensionality (search for similar items in EconPapers)
Date: 2005-06-12, Revised 2019-07-30
Note: This module should be installed from within Stata by typing "ssc install clv". 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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http://fmwww.bc.edu/repec/bocode/c/clv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clv.sthlp help file (text/plain)

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