How to perform two-staged PCA?

[Guest]

Dear Stata users,

I was reading this paper when I stumbled upon two-staged PCA, apparently it divides indicators into sub-indices because empirical evidence supports that PCA is biased towards the weights of indicators which are highly correlated with each. I was wondering how can I perform this method with STATA and is there any example of performing this method.

Thank you in advance.

[Nick Cox]

Cross-posted at https://stats.stackexchange.com/ques...-two-stage-pca

I guess the reason for cross-posting and the reason there are no answers yet are both explained by people's unwillingness to read through a long paper to see what the authors did.

Either way, you're asked to tell us about cross-posting. https://www.statalist.org/forums/help#crossposting