Hi Stuart, 

Probably the most straightforward way to do this would be to apply PCA to each of the imputed data sets and then use those in whatever analysis models you want. As an alternative, you could use the stacked dataset of all imputation (see my earlier email) and run PCA giving each of the rows of the stacked data (1/m) weight where m is the number of imputed datasets. This would ensure that all of the imputed data sets use the same factor loadings. 

Cheers,
Matt

~~~~~~~~~~~
Matthew Blackwell
Associate Professor of Government
Harvard University


On Fri, Oct 9, 2020 at 10:38 PM <stuart.reece@bigpond.com> wrote:

Hi Amelia Users.

 

I was wondering if anyone would advise how I can add principal components to imputed datasets – and how to correctly combine them from all the imputations ???

 

I was not able to find anything on this online….

 

Thanks so much,

 

Stuart Reece.