中主成分因子分析文案.pdfVIP

*PripalComponentysisandFactorysisinStata

*Copyright2013byAniKatchova

clearall

setmoreoff

useC:\Econometrics\Data\pca_gsp

globalxlistAgMiningConstrManufManuf_ndTranspCommEnergyTradeWTradeRRE

Servicest

globalidState

globalncomp3

describe$xlist

summarize$xlist

corr$xlist

*Pripalcomponentysis(PCA)

pca$xlist

*Screeplotoftheeigenvalues

screeplot

screeplot,yline(1)

*Pripalcomponentysis

pca$xlist,mineigen(1)

pca$xlist,comp($ncomp)

pca$xlist,comp($ncomp)blanks(.3)

*Componentrotations

rotate,varimax

rotate,varimaxblanks(.3)

rotate,clear

rotate,promax

rotate,promaxblanks(.3)

rotate,clear

*Scatterplotsoftheloadingsandscorevariables

loadingplot

scoreplot

scoreplot,mlabel($id)

*Loadings/scoresofthecomponents

estatloadings

predictpc1pc2pc3,score

*KMOmeasureofsamplingadequacy

estatkmo

*Factorysis

factor$xlist

*Screeplotoftheeigenvalues

screeplot

screeplot,yline(1)

*Factorysis

factor$xlist,mineigen(1)

factor$xlist,factor($ncomp)

factor$xlist,factor($ncomp)blanks(0.3)

*Factorrotations

rotate,varimax

rotate,varimaxblanks(.3)

rotate,clear

rotate,promax

rotate,promaxblanks(.3)

rotate,clear

estatcommon

*Scatterplotsoftheloadingsandscorevariables

loadingplot

scoreplot

*Scoresofthecomponents

predictf1f2f3

*KMOmeasureofsamplingadequacy

estatkmo

*Averageinteritemcovariance

alpha$xlist

.*PripalComponentysisandFactorysisinStata

.*Copyright2013byAniKatchova

.

.clearall

.setmoreoff

.

.useC:\Econometrics\Data\pca_gsp

.

.globalxlistAgMiningConstrManufManuf_ndTranspCommEnergyTradeWTradeRRE

Servicest

.globalidState

.globalncomp3

.

.describe$xlist

storagedisyvalue

variablenametypeformatlabelvariablelabel

Ag