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st: RE: RE: stdp for factor scores?


From   "Kenneth Greene" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: stdp for factor scores?
Date   Mon, 18 Dec 2006 11:17:21 -0600

Nick,

Thanks for your reply.  In this case, I'm using factor analysis to recover a
latent ideology dimension and use it as a dependent variable in a regression
model.  Since the dependent variable is an estimate, I would further like to
apply a WLS or FGLS model, for which I think I need the standard error of
the predictions.  My understanding is that score (in Stata 8) and predict
(in Stata 9) generate factor scores through a regression technique -- so it
seems plausible that I should be able to get post-estimation statistics like
stdp.  Any creative thoughts?

-Ken
[email protected]


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Monday, December 18, 2006 9:40 AM
To: [email protected]
Subject: st: RE: stdp for factor scores?

My reading of the help is that, syntax changes aside, 
Stata 9 won't help you get what you think you want 
any more than Stata 8. I have various difficulties
understanding what people want from factor analysis 
and why they use it: in your case is there theory 
that produces standard error of prediction formulae
for each set of factor scores, or are you just guessing
by analogy? 

Nick 
[email protected] 

Kenneth Greene
 
> Hi all: I would like to obtain the standard error of the 
> prediction (stdp)
> for factor scores.  My understanding is that factor scores 
> are generated
> through a regression technique, so it seems as though I 
> should be able to
> get stdp.  However, when I use predict it tells me that the 
> last estimates
> are not found.  Am I doing anything wrong?  Is there a 
> workaround I could
> use?  Also, I am using Stata 8 where factor scores are 
> obtained through the
> score command.  I understand that Stata 9 does this through 
> predict - does
> that mean 9 will do what I want more easily?  Thanks for your help.

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