tag:blogger.com,1999:blog-6288862798546085706.post8468265753088600266..comments2024-02-08T03:39:11.256-05:00Comments on Econometrics By Simulation: Principal Component AnalysisFrancishttp://www.blogger.com/profile/16658586705916884436noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-6288862798546085706.post-64123318339002382102014-05-03T05:44:15.321-04:002014-05-03T05:44:15.321-04:00What you are describing is not PCA, it is in fact ...What you are describing is not PCA, it is in fact Factor analysis. A similar but different method that is appropriate in different settings compared to PCA. Anonymousnoreply@blogger.com