On Mon, 6 Dec 2021, francesco.delledonne(a)unicredit.eu wrote:
> Am 06.12.2021 16:12 schrieb francesco.delledonne(a)unicredit.eu:
>
> Hi Francesco,
>
> it would be helpful if you could provide your sample script.
>
>
> Thanks,
> Artur
hi Artur,
thanks for your reply.
I am not using the script but simply using the GUI commands.
Working from the outputs of the GUI i receive the below:
Does this help?
<hansl>
open data4-1.gdt
list X = price sqft bedrms baths
# native
pca X --save=2
# by hand
matrix Z = cdemean({X}, -1)
matrix evec = {}
lambda = eigensym(Z'Z, &evec)
series fac1 = Z * evec[,4]
series fac2 = Z * evec[,3]
print PC1 PC2 fac1 fac2 --byobs
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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