Robust principal component analysis in Stata
AbstractWhen some observations are outlying (in one or several dimensions) PCA is distorted an may lead to incorrect results. We therefore propose a simple solution to deal with this problem by providing a short ado file. To illustrate the importance of outliers in PCA I would like to present a simple analysis identifying the underlying factors of academic excellence calling both the classical PCA and the robust PCA and relying on the rankings of Universities.
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Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2009 with number 02.
Date of creation: 16 Sep 2009
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-19 (All new papers)
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