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. 2020 Aug 25;220(1):86–105. doi: 10.1016/j.jeconom.2020.07.045

Table 2.

Factor analysis statistics.

Pooled
Pooled Country-Specific
Search
factor
Panic
factor
Panic
factor
Mean Std. Dev.
Eigenvalues 2.504 0.897 0.904 1.621
Factor Loadings:
 Toilet Paper 0.031 0.395 0.395 0.600 0.248
 Panic 0.067 0.442 0.449 0.519 0.263
 Panic Buying 0.024 0.535 0.531 0.596 0.313
 Hoarding 0.041 0.450 0.452 0.383 0.318
 Supermarket 0.447 0.205 0.247 0.358 0.237
 Pasta 0.602 −0.046
 Rice 0.749 −0.070
 Flour 0.850 −0.025
 Vegetables 0.532 −0.021
 Fruit 0.605 −0.085
Factor Scores:
 Toilet Paper 0.006 0.211 0.211 0.269 0.143
 Panic 0.018 0.244 0.250 0.223 0.138
 Panic Buying 0.012 0.319 0.317 0.289 0.176
 Hoarding 0.012 0.250 0.251 0.137 0.121
 Supermarket 0.090 0.130 0.126 0.131 0.134
 Pasta 0.132 −0.026
 Rice 0.243 −0.060
 Flour 0.440 −0.010
 Vegetables 0.119 −0.007
 Fruit 0.145 −0.055
Mean 1.354 0.702 0.703 1.305
Std. Dev. 0.838 0.660 0.662 0.990

Note: The eigenvalue for Factor 3 when all 10 terms are included is 0.048, and the eigenvalue for Factor 2 when 5 terms are included is 0.001.