请问因子分析(或者主成分分析)的结果(如综合评价结果)能不能进入其他计量模型。谢谢。yuzcp@163.com
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回帖推荐josh19701008 发表于2楼 查看完整内容 Basically, principle components of a multivariable group
can be supposed as the condensed information of the group.
Such that, if you can explain the meaning of group, you
certainly can use it as regressor of other variable.
For example, if you have a consumption function. The equity
market factor is one of the factor which affects consumption,
according to your theory. You can use the pr ...
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