Dear all,
many thanks for accepting me in this thread.
I have been a student user of Grelt and now trying to grab it again for PCA modelling in
my current work.
I tried to replicate the score calculation as provided by Gretl (PC1, PC2 etc vectors that
you can store and save after running the PCA command) but i cannot seem to derive those as
simply:
PC Factors = Eigenvectors * standardized original variables (x - mean).
Where am i making a mistake?
Thanks for all your wonderful contribution,
Best
Francesco