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st: For Sophia Rabe-Hesketh...... RE: Re: Factor analysis of count data


From   "Chih-Mao Hsieh" <Hsieh@olin.wustl.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: For Sophia Rabe-Hesketh...... RE: Re: Factor analysis of count data
Date   Fri, 12 Sep 2003 00:01:28 -0500

Dear Sophia:


Thank you for your response.  I have read chapter 4 as you suggested,
but I am a little unclear as to the capability of this GLLAMM program to
create scoring coefficients after running the factor analysis.


Chihmao.

-----------------------------------------------------
Chihmao Hsieh
John M. Olin School of Business
Washington University
Box 1133, One Brookings Drive
St. Louis, MO 63130
Email:  hsieh@olin.wustl.edu
http://students.olin.wustl.edu/~hsieh


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sophia
Rabe-Hesketh
Sent: Monday, September 08, 2003 1:47 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Factor analysis of count data


Dear Chihmao Hsieh,

You can estimate confirmatory factor models for count-data
(and many other response types) by maximum likelihood
using gllamm. gllamm uses adaptive quadrature to  evaluate
the likelihood. If your model involves only one or two factors, it
shouldn't take that long to estimate the model.

For more information on gllamm, see

http://www.iop.kcl.ac.uk/IoP/Departments/BioComp/programs/gllamm.html

You may find Chapter 4 of the gllamm manual useful.

Best regards,

Sophia

----- Original Message ----- 
From: "Chih-Mao Hsieh" <Hsieh@olin.wustl.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, September 08, 2003 6:13 PM
Subject: st: Factor analysis of count data


> Dear Statalisters,
>
>
> While work has been done on developing factor analytical methods for
non-normal data like categorical variables, less has been done until
recently on factor analysis of count data.  Is there any technical
information on how STATA might handle factor analysis of count data
(especially code)?  I've looked at the manuals but have not found good
stuff.  I expect my observations numbering in the tens of thousands, and
significant levels of overdispersion.
>
> Many thanks for any advice.
>
>
> Chihmao Hsieh
> PhD candidate, Strategy
> Olin School of Business
> Washington University in St. Louis
>
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