Hello everybody,

as described in my topic, I want to use predicted variables from PCA for an EFA.

What I did so far and what is planned:
  1. I cut my dataset into 4 sets
  2. I used PCA to trim down from my ~180 variables (I now have 48 items and 9 components describing those)
  3. Now I want to use these 9 components and implement these into my second set for an EFA
  4. After finding the underlying structure I want to implement these findings on a third set to regress a probit model
  5. The last set is for running the probit model.
Now:
I am somewhat stuck on how to move my results from one set to another.
I did use "predict pc1 pc2 pc3 pc4 pc5 pc6 pc7 pc8 pc9, score" to get the new variables from my components I found via the PCA, however, since the second dataset will have completely new data I am not sure what the correct way of implementing the predictors are...

The data is "name of bank" and various different indicators of their profitability or employee count etc.
Therefore, my pc1-9 cant be simply copied onto the new set (the "names of banks" and their respective values on the variables are completely different)


So how can I proceed?



Thank you in advance!

Aaron