[R] princomp

Hoon Yoon - IPT Quant hyoon at nyptsrv1.etsd.ml.com
Thu Sep 9 15:10:34 CEST 1999


  As I understand your Q. You probably have data that is similar to each other 
like stock Prices for all RHS variable. In that case the difference between corr 
and cov is not significant; however, if your RHS contains totally dissimilar 
variables it matters a great deal. If x1 income, x2 job type, x3 Education 
level, etc..., then taking cov of these variables would not be desireable and it 
should have different result from corr. BTW: Factor Anal is very similar.
  Hope this helps, (and right ;)


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