On Thu, Nov 14, 2024 at 5:57 AM Riccardo (Jack) Lucchetti <p002...@staff.univpm.it> wrote: > > For some work I'm doing, I need to apply PCA to data containing missing > values. So I dug up some old code that I had around, which implements > Stock and Watson's EM algorithm (detailed in the 2002 JBES article). > > I'm attaching a script with the function and an example if anyone's > interested. > > Of course, it'd be nice to make this procedure more readily available to > gretl users. I see four (not mutually exclusive) ways of doing so: > > 1) modify our existing "pca" command to handle missing values; > 2) modify our existing "princomp" function to handle missing values; > 3) create a small self-contained function package; > 4) integrate the code into the existing "staticfactor" function package. > > Which one do you this is best?
Not sure about "best", but it seems it wouldn't be super-difficult to extend pca and princomp() to handle NAs in the manner of your hansl function. Allin _______________________________________________ Gretl-devel mailing list -- gretl-devel@gretlml.univpm.it To unsubscribe send an email to gretl-devel-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-devel.gretlml.univpm.it/
