Dear stata users:
Using the principal component analysis, I extract 5 components from 15 original variables. We can see that the original variable 4-6 are loaded >0.4 on the fifth component. However, within these three variables, variable6 is loaded relatively strongly on the fifth dimension. Does it mean the variable6 is different from the other variables? If I want to drop the variable6 and use variable4-5 to construct component5, how can we explain it academically?
Thank you very much!
Using the principal component analysis, I extract 5 components from 15 original variables. We can see that the original variable 4-6 are loaded >0.4 on the fifth component. However, within these three variables, variable6 is loaded relatively strongly on the fifth dimension. Does it mean the variable6 is different from the other variables? If I want to drop the variable6 and use variable4-5 to construct component5, how can we explain it academically?
Thank you very much!
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