get_principal_components: get_principal_components

In BMisc: Miscellaneous Functions for Panel Data, Quantiles, and Printing Results

get_principal_components

Description

A function to calculate unit-specific principal components, given panel data

Usage

get_principal_components(
  xformula,
  data,
  idname,
  tname,
  n_components = NULL,
  ret_wide = FALSE,
  ret_id = FALSE
)

Arguments

xformula	a formula specifying the variables to use in the principal component analysis
data	a data.frame containing the panel data
idname	the name of the column containing the unit id
tname	the name of the column containing the time period
n_components	the number of principal components to retain, the default is NULL which will result in all principal components being retained
ret_wide	whether to return the data in wide format (where the number of rows is equal to n = length(unique(data[[idname]])) or long format (where the number of rows is equal to nT = nrow(data)). The default is FALSE, so that long data is returned by default.
ret_id	whether to return the id column in the output data.frame. The default is FALSE.

Value

a data.frame containing the original data with the principal components appended

Examples

n <- 20
id <- rep(seq_len(n), each = 4)
t <- rep(1:4, n)
x1 <- rnorm(n * 4)
dta <- data.frame(id = id, t = t, x1 = x1)
pcs <- get_principal_components(~x1, dta, idname = "id", tname = "t")
dim(pcs)

BMisc documentation built on Aug. 22, 2026, 5:07 p.m.