Stata Pca Predict. If you have specified the vce normal option pca has stored the coefficients e b and the associated variance covariance matrix e v and you can use standard stata commands to test hypotheses about the principal components and eigenvalues confirmatory principal component analysis for instance with the test lincom and testnl commands. It helps you reduce the number of variables in an analysis by describing a series of uncorrelated linear combinations of the variables that contain most of the variance.
To create the new variables after factor rotateyou type predict. We could have obtained the first three factors by typing for example predict pc1 pc2 pc3 score. Predict factor1 factor2 or whatever name you prefer to identify the factors factor analysis.
The first predicted variable is the first pc and so on.
An important feature of stata is that it does not have modes or modules. By some could be to create indexes out of each cluster of variables. I can t seem to find any options on stata that do not scale the pc s to have mean 0. Pca is very good to find such an index if you reach a solution with one major first principal component explaining the by far major part of variance.
