Am 06.12.2021 16:12 schrieb francesco.delledonne(a)unicredit.eu:
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
Hi Francesco,
it would be helpful if you could provide your sample script.
Thanks,
Artur