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st: Differences between stata 9 and 8.2 - factor analysis


From   "Daniel Schneider" <daniel.schneider@stanford.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Differences between stata 9 and 8.2 - factor analysis
Date   Mon, 20 Jun 2005 10:14:10 -0700

Dear list,

I encountered some strange difference between stata 9 and stata 8.2:

When I use a factor analysis, pcf:

-- factor grata-gratn gratr if s_func!=4, pcf

And then do a rotation:

-- rotate, varimax


My results differ between Stata 9 and 8.2. I am aware that factor
analysis might be differing between different software, but this seems
to be a bit strange. My results in Stata 8.2 are:


. rotate, varimax

            (varimax rotation)
               Rotated Factor Loadings
    Variable |      1          2          3          4    Uniqueness
-------------+------------------------------------------------------
       grata |   0.07200    0.83750   -0.14724    0.01761    0.27142
       gratb |   0.68471   -0.25914   -0.01918    0.06472    0.45947
       gratc |   0.77708    0.03638   -0.08072    0.05893    0.38483
       gratd |  -0.03944    0.83761    0.03883   -0.11732    0.28159
       grate |   0.77688   -0.08293   -0.12157    0.19759    0.33576
       gratf |   0.73725    0.01383   -0.21993   -0.12543    0.39217
       gratg |   0.18574    0.03545   -0.80388   -0.05362    0.31514
       grath |   0.33253    0.06513   -0.56911    0.32161    0.45787
       grati |   0.04308    0.17309   -0.82092   -0.02904    0.29343
       gratj |   0.26887    0.10299   -0.47618   -0.34600    0.57064
       gratk |   0.55214   -0.02347   -0.24318    0.41838    0.46041
       gratl |   0.64118    0.23528   -0.12570    0.09820    0.50809
       gratm |  -0.07864    0.81732   -0.14104    0.02735    0.30516
       gratn |   0.57284    0.04382   -0.29150   -0.07797    0.57888
       gratr |   0.09351   -0.04578    0.05855    0.85439    0.25575


The results in Stata 9 are:


Rotated factor loadings (pattern matrix) and unique variances

 
---------------------------------------------------------------------
        Variable |  Factor1   Factor2   Factor3   Factor4 |   Uniqueness

 
-------------+----------------------------------------+--------------
           grata |   0.0720    0.8375    0.1472    0.0176 |      0.2714

           gratb |   0.6847   -0.2591    0.0192    0.0647 |      0.4595

           gratc |   0.7771    0.0364    0.0807    0.0589 |      0.3848

           gratd |  -0.0394    0.8376   -0.0388   -0.1173 |      0.2816

           grate |   0.7769   -0.0829    0.1216    0.1976 |      0.3358

           gratf |   0.7372    0.0138    0.2199   -0.1254 |      0.3922

           gratg |   0.1857    0.0354    0.8039   -0.0536 |      0.3151

           grath |   0.3325    0.0651    0.5691    0.3216 |      0.4579

           grati |   0.0431    0.1731    0.8209   -0.0290 |      0.2934

           gratj |   0.2689    0.1030    0.4762   -0.3460 |      0.5706

           gratk |   0.5521   -0.0235    0.2432    0.4184 |      0.4604

           gratl |   0.6412    0.2353    0.1257    0.0982 |      0.5081

           gratm |  -0.0786    0.8173    0.1410    0.0274 |      0.3052

           gratn |   0.5728    0.0438    0.2915   -0.0780 |      0.5789

           gratr |   0.0935   -0.0458   -0.0585    0.8544 |      0.2557

 
---------------------------------------------------------------------



The difference occurs AFTER the VARIMAX-Rotation, the unrotated results
are identical. Especially look at Factor3 and the signs of the loadings
in that factor -- it seems like the whole factor is inverted.


Any hints what I am missing?


Daniel Schneider

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