PCA with weights?

[Julian Diaz]

Dear All,
I was wondering if weights should be used with the PCA command when constructing an index from the first component. I am using survey data.
Thanks,
Julian

[Jonathan Muringani]

Dear Julian

I am a stata novice myself but this is how I understand your question:
You want to create an index so I think this has nothing to do with the issue of weights as your PCA can or is usually run from individual data.
I suggest that you look at this book: Quality of government: A European perspective- it has a good step by step approach on how to construct an index from survey data. I think this is how your steps could work

1. First run a PCA using data at individual level to identity the components
2. Aggregate the data to whatever level say region etc- I think this is where you use weights.

This is only a suggestion, other Statalist, can help as well.

Kind regards

Jonathan