Abdul Rahman Follow these steps to execute PCA on a panel dataset in Stata:

1. If your data isn't already in that format, reshape it from wide to long.

2. Create a unique identification for each observation (e.g. an observation ID)

3. To conduct PCA by nation, use the xtpca command.

Here's an example of some code:

use your_dataset

gen obs_id = _n

reshape long varname, i(country_id) j(year)

xtpca varname, pcasave(your_result) by(country_id)

This code produces an observation ID, reshapes the data from wide to long format, then uses the xtpca command to conduct PCA on each country's data. The pcasave option preserves the PCA findings.

* Generate observation ID

gen id = _n

* Reshape data from wide to long format

reshape long variable, i(id) j(country)

* Perform PCA on each country's data

foreach c of local country_list {

xtpca variable if country == "`c'", pcasave

}

Note: The country_list should be a local macro containing a list of all the unique countries in your data. The xtpca command performs PCA on the specified variable and the if option limits the analysis to observations for a specific country. The pcasave option saves the results of the PCA, which can be accessed using the return list command.

Thanks a Lot Qamar Ul Islam

Xtpca is not recognised in Stata