[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Rodrigo A. Alfaro" <raalfaroa@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Re: Factor analysis after multiple imputation in STATA |

Date |
Thu, 12 Jul 2007 21:35:21 -0400 |

///

Woolton,

You could check Schafer, J.L. (1997), Analysis of Incomplete Multivariate Data, New York: Chapman and Hall, as primary reference for Missing Data and how to run EM. Joe has an executable for Windows that computes EM algorithm (http://www.stat.psu.edu/~jls/norm203.exe), it is very fast and friendly. You should take the variance-covariance matrix, and construct the correlation matrix by hand (this is easy, it should be a shortcut... but I am out of ideas), then use -factormat- to solve your problem.

I checked the web (long life to gooogle) and there are other sources for your problem. Little and Rubin (2002) http://www.amazon.com/Statistical-Analysis-Missing-Data-Second/dp/0471183865 and Jamshidian, M. (1997). An EM algorithm for ML factor analysis with missing data. (Ed.). Berkane, M (Ed.). Latent Variable Modeling and Applications to Causality (p. 247-258). New York: Springer Verlag. The latter seems to what you want.

HTH, Rodrigo.

----- Original Message ----- From: "Woolton Lee" <finished07@gmail.com>

To: <statalist@hsphsun2.harvard.edu>

Sent: Thursday, July 12, 2007 8:58 PM

Subject: Re: st: Re: Factor analysis after multiple imputation in STATA

Thanks for your reply. So it sounds as though you are saying that I can use the EM algorthm to run factor analysis in the presence of missing data. Is that correct? How might I go about implementing this approach? By the way, do you have any references I might use to get some background on this approach? Thank you for your help, Woolton On 7/12/07, Rodrigo A. Alfaro <raalfaroa@gmail.com> wrote:///*

It is not clear to me what you can get averaging the factor loading. For a

reasonable number of factors, you could print out your output for each

imputed-dataset and try to find if there is any pattern. For example,

variable x1 has some load between 0.7 and 0.74... if you get x2 has loads

between -0.2 and 0.8, then I would think more carefully about the imputation

method.

Alternative, you could try EM-algorithm to get the variance-covariance

matrix under normality assumption. With that it would be clear how to obtain

the associated factors (there will be just one).

Good luck, R

----- Original Message -----

From: "Woolton Lee" <finished07@gmail.com>

To: <statalist@hsphsun2.harvard.edu>

Sent: Thursday, July 12, 2007 4:44 PM

Subject: st: Factor analysis after multiple imputation in STATA

>I am working with a dataset with many missing values across the

> variables and have used multiple imputation via chained equations

> (created by Patrick Royston) to generate 5 multiply imputed datasets

> with the objective of running factor analysis to analyze the

> relationships among the variables in the dataset. However, it seems

> that MICOMBINE is only tailored for regression type procedures and is

> not appropriate for application when implementing factor analysis

> after multiple imputation. Is there a STATA command such as MICOMBINE

> that can be used to obtain factor loadings from the multiply imputed

> data or will I have to apply Rubin (1987) 's formula manually (via

> MATA or programming) to obtain the factor loadings after running

> factor analysis separately on each of the imputed datasets?

>

> As a side note, I think that Rubin (1987)'s formula applied to factor

> analysis would simply be the mean of the of the factor loadings across

> the imputed datasets (I have 5 imputed datasets) , but is this

> correct, or should I be using a different formula for the factor

> loadings across imputed datasets?

>

> I would greatly appreciate any assistance,

>

> Woolton

> *

> * For searches and help try:

> * http://www.stata.com/support/faqs/res/findit.html

> * http://www.stata.com/support/statalist/faq

> * http://www.ats.ucla.edu/stat/stata/

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Re: Factor analysis after multiple imputation in STATA***From:*tang5@purdue.edu

**References**:**st: Factor analysis after multiple imputation in STATA***From:*"Woolton Lee" <finished07@gmail.com>

**st: Re: Factor analysis after multiple imputation in STATA***From:*"Rodrigo A. Alfaro" <raalfaroa@gmail.com>

**Re: st: Re: Factor analysis after multiple imputation in STATA***From:*"Woolton Lee" <finished07@gmail.com>

- Prev by Date:
**Re: st: Re: Factor analysis after multiple imputation in STATA** - Next by Date:
**Re: st: Three or four-parameter logistic dose response model** - Previous by thread:
**Re: st: Re: Factor analysis after multiple imputation in STATA** - Next by thread:
**Re: st: Re: Factor analysis after multiple imputation in STATA** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |