Dear Gretl community,
I want to create a *index* using five variables using gretl's principal
components analysis and I would like to know if I'm doing it properly. I'll
describe my steps:
Step 1: Compute principal components (Main window, View -> Principal
components);
Step 2: Save all component
Hi,
I did some test, since I am learning too :). It seems that is not
possible to save the PC vars from GUI. But from command we have
options: --save and --save-all. Just do a help pca ;).
Here is my test:
open /usr/local/share/gretl/data/greene/greene14_1.gdt
pca Q PF LF C --save-all
index = PC1
On Fri, 22 Jan 2010, Hélio Guilherme wrote:
> I did some test, since I am learning too :). It seems that is not
> possible to save the PC vars from GUI.
Yes, you can: use the "+" icon (with tooltip "Add to dataset") on
the tollbar at the top of the PCA output window.
> But from command we have
On Fri, 22 Jan 2010, Henrique wrote:
> Dear Gretl community,
>
> I want to create a index using five variables using gretl's principal
> components
> analysis and I would like to know if I'm doing it properly. I'll describe my
> steps:
>
> Step 1: Compute principal components (Main window, Vie
On Sat, 23 Jan 2010, Riccardo (Jack) Lucchetti wrote:
> On Fri, 22 Jan 2010, Henrique wrote:
>
> > Dear Gretl community,
> >
> > I want to create a index using five variables using gretl's principal
> > components
> > analysis and I would like to know if I'm doing it properly. I'll describe
> >
At first I would like to thank you, Hélio, Allin, and Riccardo for your help.
Em 22 de janeiro de 2010 Riccardo escreveu:
> On Fri, 22 Jan 2010, Henrique wrote:
>
>> Dear Gretl community,
>>
>> I want to create a index using five variables using gretl's
>> principal components analysis and I woul
On Sat, 23 Jan 2010, Henrique wrote:
> Em 22 de janeiro de 2010 Allin escreveu:
> > You can also do this via matrix functions:
> >
> > matrix X = {Q, PF, LF, C}
> > matrix idx = sumr(princomp(X, 4))
> > matrix G = idx~seq(1,$nobs)'
> > gnuplot 1 2 --matrix=G --suppress
>
> I think we have a new p
Henrique a écrit :
>
> I'm trying to rebuild the Financial Stress Index (Balakrishnan,
> Danninger, Elekdag & Tytell (2009) The Transmission of Financial
> Stress. IMF Working Paper) using a different technique. In this paper
> the authors use a variance-equal weighting, something live this:
>
> In
Em 25 de janeiro de 2010 artur bala escreveu:
For more useful details on PCA see
>
> http://www.statsoft.com/textbook/principal-components-factor-analysis/?button=1
> That's a wonderful resource.
>
I agree! It's really good. Thank you for this suggestion.
Best,
Henrique C. de Andrade
Doutorand
Dear Gretl Team,
I think I found a possible error using the
"pca" command. Please take a look at the
following code:
open australia.gdt
pca PAU PUS E --save-all
# It saves all the components
clear
open australia.gdt
pca PAU PUS E --save[1]
# It saves only the first component
clear
open austral
On Fri, 26 Oct 2012, Henrique Andrade wrote:
> I think I found a possible error using the
> "pca" command. Please take a look at the
> following code:
>
>
> open australia.gdt
> pca PAU PUS E --save-all
> # It saves all the components
>
> clear
> open australia.gdt
> pca PAU PUS E --save[1]
> # I
Dear Allin,
I found another little strange behavior using PCA
Function. Please take a look at the following Hansl
code:
open australia.gdt
loop i=1..30 --quiet
pca PAU PUS E --save[1]
endloop
After 27 repetitions, the loop starts to save all the
new series with the same name "PC1z".
Best
On Fri, 26 Oct 2012, Henrique Andrade wrote:
> I found another little strange behavior using PCA
> Function. Please take a look at the following Hansl
> code:
>
>
> open australia.gdt
>
> loop i=1..30 --quiet
>pca PAU PUS E --save[1]
> endloop
>
>
> After 27 repetitions, the loop starts to s
Em 26 de outubro de 2012, Allin Cottrell escreveu:
On Fri, 26 Oct 2012, Henrique Andrade wrote:
>
> > I found another little strange behavior using PCA
> > Function. Please take a look at the following Hansl
> > code:
> >
> >
> > open australia.gdt
> >
> > loop i=1..30 --quiet
> >pca PAU PUS
On Sun, 28 Oct 2012, Henrique Andrade wrote:
> Em 26 de outubro de 2012, Allin Cottrell escreveu:
>
> On Fri, 26 Oct 2012, Henrique Andrade wrote:
>>
>>> I found another little strange behavior using PCA
>>> Function. Please take a look at the following Hansl
>>> code:
>>>
>>>
>>> open australia.
or the internet link that sits with the
software automatically?
Thanks
Paul
>
> From: Allin Cottrell
>To: Gretl list
>Sent: Sunday, 28 October 2012, 23:21
>Subject: Re: [Gretl-users] Principal Components Analysis Misbehavior
>
&g
internet link that sits with the
> software automatically?
> Thanks
> Paul
>
>
>
> From: Allin Cottrell
> To: Gretl list
> Sent: Sunday, 28 October 2012, 23:21
> Subject: Re: [Gretl-users] Principal Components Analysis Misbehavior
>
>
On Mon, 29 Oct 2012, Paul Kibet wrote:
> I was wondering how i can update the gretl software that i
> installed on my laptop with the newer solutions that fixes
> the problems that people keep mentioning?Should i
> redownload or the internet link that sits with the software
> automatically?
Em 28 de outubro de 2012, Allin Cottrell escreveu:
On Sun, 28 Oct 2012, Henrique Andrade wrote:
>
> > Em 26 de outubro de 2012, Allin Cottrell escreveu:
> >
> > On Fri, 26 Oct 2012, Henrique Andrade wrote:
> >>
> >>> I found another little strange behavior using PCA
> >>> Function. Please take a l
On Mon, 17 Dec 2012, Henrique Andrade wrote:
> Dear Allin, I am sorry for insist with this subject, but I think the
> changes you made did not fix (completely) the misbehavior.
> Please take a look at the following Hansl code:
>
>
> open australia.gdt --quiet
>
> loop i=1..210 --quiet
>pca PA
On Mon, 17 Dec 2012, Riccardo (Jack) Lucchetti wrote:
> On Mon, 17 Dec 2012, Henrique Andrade wrote:
>
>> Dear Allin, I am sorry for insist with this subject, but I think the
>> changes you made did not fix (completely) the misbehavior.
>> Please take a look at the following Hansl code:
>>
>>
>>
Dear Gretl Community,
I would like to replicate the "pca" command using "eigengen" function
but I can't replicate the "signs behavior" of the component loadings.
Sorry if this is a very newbie/dummy question, but I really don't
understand the signal inversion in PC1 PC6 and PC7. Please take a look
Sent from my Windows Phone
From: Henrique Andrade<mailto:henrique.coelho(a)gmail.com>
Sent: 23/08/2017 22:21
To: Gretl Discussion List (users)<mailto:gretl-users(a)lists.wfu.edu>
Subject: [Gretl-users] Principal Components Analysis: "pca" com
On Wed, 23 Aug 2017, Henrique Andrade wrote:
> Dear Gretl Community,
>
> I would like to replicate the "pca" command using "eigengen" function
> but I can't replicate the "signs behavior" of the component loadings.
> Sorry if this is a very newbie/dummy question, but I really don't
> understand th
Dear Allin, Sven, and Yiannis,
At first I would like to thank you all :-)
Em 23 de agosto de 2017, Allin escreveu:
> On Wed, 23 Aug 2017, Henrique Andrade wrote:
>
>> Dear Gretl Community,
>>
>> I would like to replicate the "pca" command using "eigengen" function
>> but I can't replicate the "s
Hello all again,
I stick to real symmetric matrices. I think the eigengen and eigensym use
different algorithms to compute eigenvectors that's why there might be
differences in sign for some eigenvectors.
I do not know the intrinsics of the algorithms so i cannot tell why
patricular eigenvecs have
Em 24 de agosto de 2017, Ioannis Venetis escreveu:
> (...)
>
> I stick to real symmetric matrices. I think the eigengen and eigensym use
> different algorithms to compute eigenvectors that's why there might be
> differences in sign for some eigenvectors.
> I do not know the intrinsics of the algor
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