[Gretl-devel] Re: PCA with missing values
On 14/11/2024 16:48, Cottrell, Allin wrote:
>
> Of course, it'd be nice to make this procedure more readily available to
> gretl users. I see four (not mutually exclusive) ways of doing so:
>
> 1) modify our existing "pca" command to handle missing values;
> 2) modify our existing "princomp" function to handle missing values;
> 3) create a small self-contained function package;
> 4) integrate the code into the existing "staticfactor" function package.
>
> Which one do you this is best?
Not sure about "best", but it seems it wouldn't be super-difficult to
extend pca and princomp() to handle NAs in the manner of your hansl
function.
That'd be my preference too. That said, extending princomp() would be
rather easy. The "pca" command, on the other hand, also reports some
additional statistics (basically, the eigenvalues) that are not readily
available with the EM algorithm, so this would require some more thought.
PS: in my previous message, I typed "this" instead of "think". I'm
getting worse with age, sorry.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------