Hi, there was an open-ended thread initiated by Paulo Grahl http://lists.wfu.edu/pipermail/gretl-users/2013-December/009475.html) about gretl's 'pca' command. I checked again and I think there still --with a very recent snapshot-- is a bug, although slightly different from Paulo's experience. Here's an example script: <hansl> open denmark list vars = IBO IDE # compare 'pca' and 'princomp()' in the full sample matrix P1 = princomp({vars}, 1) pca vars --save=1 # turns out they coincide; good # now compare them in the reduced sample smpl 1980:1 1985:1 matrix P2 = princomp({vars}, 1) pca vars --save=1 # matrix and series differ; bad # check if the PCs are different in the overlapping range if sum(PC1 - PC11) > 0.01 # PC naming is fragile... print "ok" else print "PCs are the same although they should differ" # I get this endif smpl --full </hansl> Summary: The 'princomp()' function seems to work fine, but 'pca' apparently uses the full sample for calculating the pca, even if a reduced sample is specified. What's different from Paulo's report is that the PCs are saved only over the reduced sample range (but the values are still wrong). I also would like to (re-) raise some other issues with pca: - Accessor for the loadings, as suggested by Henrique (http://lists.wfu.edu/pipermail/gretl-users/2012-March/007346.html) and in terms of the princomp() function by myself. Allin answered that it's easy to get them as the eigenvectors of the correlation matrix. This is of course correct, but first it's a convenience issue, and secondly if you perhaps want to do some simulations it seems like an avoidable inefficiency to compute the eigenvectors twice (first implicitly in princomp, and then explicitly by hand). - Automatic printing of the workfile variables: When using 'pca' to save some PCs to the workfile, gretl automatically prints all the variables in the workfile. IMHO this contaminates the script output for no good reason (I currently have thousands of variables in there, and it really is a long list in the output...). So could this be switched off? Thanks, sven