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  • Store principal components from PCA

    Hello everyone,
    I have a panel data (wide format) with 35 variables. I run a Principal Component Analysis on this variables as follows:
    pca var1 - var35

    Then I would like to store the principal components (that is, for each component I would like to have a value for each time period).

    Is this possible? How can I do this?
    Also, if this is not possible with pca, can I do it with factor analysis?

    Thanks in advance
    Last edited by Jacques La Fontaine; 19 Sep 2020, 01:33.

  • #2
    Code:
    help pca postestimation
    
    .
    especially predict.

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    • #3
      To expand on Nick's answer, in the PDF documentation there is a chapter after the chapter on any estimator titled estimator post estimation. So after the regress chapter, there is regress post estimation. This will explain what you can predict and what the margins statements can do. Note also that at the bottom of the documentation for any Stata procedure is a list of the things that procedure leaves available for subsequent use. You can access any of those things relatively directly.

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      • #4
        Thanks a lot to both of you. My mistake was that I did not recognize that I had some missing values and hence this created problems to the postestimation command

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