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st: AIC and BIC criteria for factor analysis


From   "Silia Vitoratou" <vavit@med.uoa.gr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AIC and BIC criteria for factor analysis
Date   Tue, 29 Jun 2004 10:36:04 +0300

Dear statalisters

I am a beginner in factor analitic procedures and I am having problems
in choosing the correct number of factors to be extracted.
After using the ML method, my text books say that I should calculate AIC
and BIC criteria and choose the model with the lowest values.
But stata doesn't seem to calculate them after factor command and I cant
find the appropriate formulas that link the "factor" outcome with those
criteria. I found various formulas such as :
AIC(q) 	= (n/{n - 1 - (2p+4q+5)/6 }) &khgr;2(q)- 2df   (n=sample size, p =
variables, q = number of factors)

Is that correct?Should I use it? 

Good day 

Silia



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