Hi, I got inconsistent results when running PCA using covariance matrix in gretl. Please see attached TSY_curve file for the data used. Please see attached PCA_problem file that illustrated the problem when verified with R.
The result highlighted in yellow is different from R result and appears in
consistent with a reduced components result. I appreciate if you can look into
it. Thank you.
Regards,
Rebecca
TSY_curve.csv
Description: MS-Excel spreadsheet
PCA_problem.xls
Description: Binary data
