This lead my school statistician and I to consider whether PCA might be an interesting option to better explain the level 2 variables by including the components as predictors into the regression model.
My level 2 data is all binary - 0 (No) 1 (Yes), and I've been a little ensure as to whether it is methodologically sound to use PCA with this data. I have given it a go and below is my code and output. I have only included the first 5 components as these all have eigenvalues >1.
First question - should I be doing a PCA with binary data?
Second question - what is the lowest cut-off for eigenvectors to meaningfully interpret my components? I've read that it should be 0.4 but nothing in my 1st component exceeds that.
So assuming that PCA should be done on the data I have, with the results I'm getting, would it even give a meaningful contribution to my analysis?
Many thanks!!
Code:
pca form_b1 form_b2 form_b3 form_c1 form_c2 form_c3 form_d1 form_d2 form_d3 form_e1 form_e3 form_f1 form_f2 form_f3, comp(5)
Code:
Principal components/correlation Number of obs = 1,135 Number of comp. = 5 Trace = 14 Rotation: (unrotated = principal) Rho = 0.6257 -------------------------------------------------------------------------- Component | Eigenvalue Difference Proportion Cumulative -------------+------------------------------------------------------------ Comp1 | 3.50087 2.01768 0.2501 0.2501 Comp2 | 1.48319 .084154 0.1059 0.3560 Comp3 | 1.39904 .156531 0.0999 0.4559 Comp4 | 1.24251 .107735 0.0888 0.5447 Comp5 | 1.13477 .347163 0.0811 0.6257 Comp6 | .787612 .0950305 0.0563 0.6820 Comp7 | .692581 .00607674 0.0495 0.7315 Comp8 | .686504 .0411919 0.0490 0.7805 Comp9 | .645312 .0614412 0.0461 0.8266 Comp10 | .583871 .0308468 0.0417 0.8683 Comp11 | .553024 .0660023 0.0395 0.9078 Comp12 | .487022 .0411471 0.0348 0.9426 Comp13 | .445875 .0880659 0.0318 0.9744 Comp14 | .357809 . 0.0256 1.0000 -------------------------------------------------------------------------- Principal components (eigenvectors) ------------------------------------------------------------------------------ Variable | Comp1 Comp2 Comp3 Comp4 Comp5 | Unexplained -------------+--------------------------------------------------+------------- form_b1 | 0.2131 0.2332 -0.0044 -0.6302 0.0905 | .2576 form_b2 | 0.0620 0.3261 -0.1045 0.1312 0.7055 | .2274 form_b3 | 0.2687 -0.1544 -0.2096 -0.0530 0.3434 | .5132 form_c1 | 0.3268 0.2693 -0.2007 0.1626 -0.1420 | .4064 form_c2 | 0.3726 0.1053 0.0576 0.0959 -0.1454 | .4574 form_c3 | 0.3104 -0.1792 0.0396 -0.1310 -0.3348 | .4645 form_d1 | 0.1625 0.3111 0.3685 0.2940 -0.2593 | .3904 form_d2 | 0.2091 0.1813 0.4271 0.3283 0.1697 | .3762 form_d3 | 0.1524 -0.2816 -0.4357 0.4589 -0.0123 | .2737 form_e1 | 0.2759 -0.4481 0.1188 0.1738 0.2267 | .3201 form_e3 | 0.1924 -0.2250 0.5397 -0.1565 0.2336 | .2955 form_f1 | 0.3271 0.3670 -0.1767 0.0206 -0.0982 | .3706 form_f2 | 0.3728 -0.0133 -0.2265 -0.2494 0.0309 | .363 form_f3 | 0.2901 -0.3232 0.0632 -0.0887 -0.1005 | .5236 ------------------------------------------------------------------------------
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