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  • Nonlinear Principal Component Analysis | PCA and polychoric | variables aggregation | composite index

    Good afternoon to everyone,
    I am trying to generate an indicator (better if it is single) through the use of dichotomous and continuous sub-indices.
    I read about "Nonlinear Principal Component Analysis", does someone know how to perform it in Stata?
    In the forum, I read also about polychoric with PCA... Any suggestion is welcome (also about others techniques which could help me in the aggregation).


    Many thanks in advance for your time!

    PS: I already tried with SEM and considering the index as latent and using all the other sub-indexes as indicators.


  • #2
    Sounds like something you'll need to do in Python

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