Re: [Gretl-users] Principal Components
On Fri, 22 Jan 2010, Hélio Guilherme wrote:
I did some test, since I am learning too :). It seems that is not
possible to save the PC vars from GUI.
Yes, you can: use the "+" icon (with tooltip "Add to dataset") on
the tollbar at the top of the PCA output window.
But from command we have
options: --save and --save-all. Just do a help pca ;).
Here is my test:
<script>
open /usr/local/share/gretl/data/greene/greene14_1.gdt
pca Q PF LF C --save-all
index = PC1 + PC2 + PC3 + PC4
print index
gnuplot index --with-lines --time-series
</script>
You can also do this via matrix functions:
matrix X = {Q, PF, LF, C}
matrix idx = sumr(princomp(X, 4))
matrix G = idx~seq(1,$nobs)'
gnuplot 1 2 --matrix=G --suppress
Allin