PCACOEFSAVE: Stata module to save results of PCA to new dataset

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: pcacoefsave saves coefficients and other results from a principal component analysis to a new Stata dataset. New variables are created for variable names and labels, correlations between components and variables, loadings ditto, eigenvalues of components, and means and SDs of variables.

Language: Stata
Requires: Stata version 9
Keywords: principal component analysis; PCA; multivariate analysis (search for similar items in EconPapers)
Date: 2015-05-30
Note: This module should be installed from within Stata by typing "ssc install pcacoefsave". 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/p/pcacoefsave.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pcacoefsave.sthlp help file (text/plain)

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