Dear Gretl community,
I want to create a *index* using five variables using gretl's principal
components analysis and I would like to know if I'm doing it properly. I'll
describe my steps:
Step 1: Compute principal components (Main window, View -> Principal
components);
Step 2: Save all components (PC1, ..., PC5);
Step 3: *index* = PC1 + ... + PC5.
I know this is a silly little question, but I have no background in this
kind of stuff :(
Best,
Henrique
Enviado de meu iPhone