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st: Factor analysis: Stata vs. SPSS - Different results


From   "Herve STOLOWY" <stolowy@hec.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Factor analysis: Stata vs. SPSS - Different results
Date   Tue, 27 Sep 2005 22:02:11 +0200

Dear All:

I know that some of you don't like comparisons between software and I apologize in advance. Unfortunately, I need to report a strange phenomenon.

When I run a factor analysis with Stata 

factor var1 var2 ... varN, pcf mineigen(1)
rotate, varimax

and with SPSS (Analyze>Data reduction>Extraction: Principal components>Rotation: varimax),

in the Rotated Factor Loadings, I find that some factors have the same figures in Stata and SPSS, but with opposite signs. This does not happen for all factors but only some of them. The others are similar in both results.

Being a beginner, I would expect to find the same matrix with both software.

There is probably a logical explanation but I miss it.

Best regards

Hervé Stolowy

***********************************************************
Professeur/Professor
Coordinateur du Département/Head of Department
HEC Paris
Département Comptabilité Contrôle de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
France
Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
stolowy@hec.fr
http://campus.hec.fr/profs/stolowy/perso/home.htm

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