BMisc (version 1.4.9)

get_principal_components: get_principal_components

Description

A function to calculate unit-specific principal components, given panel data

Usage

get_principal_components(
  xformula,
  data,
  idname,
  tname,
  n_components = NULL,
  ret_wide = FALSE,
  ret_id = FALSE
)

Value

a data.frame containing the original data with the principal components appended

Arguments

xformula

a formula specifying the variables to use in the principal component analysis

data

a data.frame containing the panel data

idname

the name of the column containing the unit id

tname

the name of the column containing the time period

n_components

the number of principal components to retain, the default is NULL which will result in all principal components being retained

ret_wide

whether to return the data in wide format (where the number of rows is equal to n = length(unique(data[[idname]])) or long format (where the number of rows is equal to nT = nrow(data)). The default is FALSE, so that long data is returned by default.

ret_id

whether to return the id column in the output data.frame. The default is FALSE.

Examples

n <- 20
id <- rep(seq_len(n), each = 4)
t <- rep(1:4, n)
x1 <- rnorm(n * 4)
dta <- data.frame(id = id, t = t, x1 = x1)
pcs <- get_principal_components(~x1, dta, idname = "id", tname = "t")
dim(pcs)