Re: [Gretl-users] Principal Components Analysis Misbehavior
On Mon, 17 Dec 2012, Henrique Andrade wrote:
Dear Allin, I am sorry for insist with this subject, but I think the
changes you made did not fix (completely) the misbehavior.
Please take a look at the following Hansl code:
<hansl>
open australia.gdt --quiet
loop i=1..210 --quiet
pca PAU PUS E --save[1] --quiet
pca E IAU IUS --save[1] --quiet
endloop
</hansl>
After 208 repetitions all new variables are saved with the same
name: "PC1zzzzzzzzzzzzzzzz"
In my humble opinion, we could handle this in two ways:
1. Make the sequence of new series as PC1, PC1a, ..., PC1z,
PC1aa, PC1ab, ..., PC1az, PC1ba, ...
2. Or make the new series overwrite the old ones.
It seems to me that the only long-term fix to this issue would be endowing
the pca command with a --facname option, to control the root of the
generated factors. So you could have something like the following
<hansl>
open australia.gdt --quiet
loop i=1..210 --quiet
sprintf fn1 "boo_%d" i
sprintf fn2 "zaz_%d" i
pca PAU PUS E --save[1] --quiet --facname=@fn1
pca E IAU IUS --save[1] --quiet --facname=@fn2
endloop
</hansl>
The above may be useful in other contexts too.
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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
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