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Text File  |  1992-07-29  |  689 b   |  16 lines
  1. Newsgroups: sci.math.stat
  2. Path: sparky!uunet!zaphod.mps.ohio-state.edu!sol.ctr.columbia.edu!destroyer!ubc-cs!uw-beaver!news.u.washington.edu!serval!wsuaix.csc.wsu.edu!bassin
  3. From: bassin@wsuaix.csc.wsu.edu (Ed Bassin - Sociology;S23679)
  4. Subject: principal components with autocorrelation
  5. Message-ID: <1992Jul29.170446.15984@serval.net.wsu.edu>
  6. Sender: news@serval.net.wsu.edu (USENET News System)
  7. Organization: Washington State University
  8. Date: Wed, 29 Jul 92 17:04:46 GMT
  9. Lines: 5
  10.  
  11. I need a reference (and hopefully some software) for computing principal
  12. components wiht autocorrelated (panel) data.  If anyone knows of such a 
  13. citation, I would be very appreciative.  Thanks.
  14.  
  15. Ed Bassin
  16.