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From |
tang5@purdue.edu |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 17 Jul 2007 10:32:33 -0400 |

Just a follow-up on this: The software Lisrel may have a way to solve the the OP's problem "Rodrigo A. Alfaro" <raalfaroa@gmail.com>: > /// > 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/ > * * 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:*SR Millis <srmillis@yahoo.com>

**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>

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

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