Re: [Gretl-users] PCA a question
On Sat, 2 Feb 2013, Pindar wrote:
I have a question concerning the calculation of the PCAs:
I wonder where the constant factor comes from that distinguishes the R PCAs
from gretl PCAs.
It comes from the fact that gretl uses the unbiased estimator
of the standard deviation when standardizing the columns of
the data, while R uses MLE(sigma).
Allin Cottrell