Re: [Gretl-users] PCA a question
Again this 'n vs (n-1) thing' - could have guessed that. Well, thank u Allin for
the fast answer. (Our Prof uses the covariancesummatrices for derivations or takes the MLE
sigma...)
Have a nice weekend
Leon
Am 02.02.2013 um 21:48 schrieb Allin Cottrell <cottrell(a)wfu.edu>:
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
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