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  • Using predict after PCA and MI

    I have used PCA on an MI imputed dataset:

    Code:
    mi estimate, cmdok saving(test, replace): pca i_*, vce(normal) comp(5)
    I was wanting to come up with scores for the first 3 components. I am able to get the score for the first component by doing:

    Code:
     mi predictnl pc1 = predict(score) using test
    Any suggestions as to how to get the scores for the second and third components? Is there any way of adding another line with and asking predict(score) to select component 2? Is there a way to edit the saved estimates so that it 'sees' the second component as the first component, and use the code as is with this newly edited estimates?

    Thanks
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