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CLV: Stata module to implement a clustering of variables around latent components

Author

Listed:
  • Jean-Benoit Hardouin

    (University of Nantes, France)

Programming Language

Stata

Abstract

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).

Suggested Citation

  • Jean-Benoit Hardouin, 2005. "CLV: Stata module to implement a clustering of variables around latent components," Statistical Software Components S453101, Boston College Department of Economics, revised 30 Jul 2019.
    • Handle: RePEc:boc:bocode:s453101
    Note: This module should be installed from within Stata by typing "ssc install clv". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/c/clv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/clv.sthlp
    File Function: help file
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