English, Article edition: CLV: Stata module to implement a clustering of variables around latent components Jean-Benoit Hardouin

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Bookmark: http://trove.nla.gov.au/version/102229
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  • code
Language
  • English

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Title
  • CLV: Stata module to implement a clustering of variables around latent components
Author
  • Jean-Benoit Hardouin
Physical Description
  • code
Notes
  • clv clusters variables around latent components. The variables are clustered by searching to minimize at each step the decreasing of the T criterion computed as the sum of the first eigenvalues of the matrices of data of all the clusters. A hierarchical cluster analysis based on this criterion is realized. A consolidation procedure can be run in a second time, which allows assigning each variable to the more correlated latent components. The procedure is described by Vigneau and Qannari (Communications in Statistics - Simulation and Computation, 2003).
  • Clustering around latent components, Varclus, CLV, unidimensionality
  • RePEc:boc:bocode:s453101
Language
  • English
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