楼主: YUZCP
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请教因子分析高手 [推广有奖]

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YUZCP 发表于 2006-8-23 08:15:00 |AI写论文

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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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关键词:因子分析 主成分分析 综合评价 计量模型 主成分 请教 因子分析 高手

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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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josh19701008 发表于 2006-8-26 16:00:00

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 principle components

of multivariate group as the regressor to present the factors

of the equity market.

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