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Re: st: factor analysis - interpreting the results, inclusion of dp variable


From   SR Millis <srmillis@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: factor analysis - interpreting the results, inclusion of dp variable
Date   Mon, 13 Aug 2007 11:22:07 -0700 (PDT)

Hi, Georg,

I'm not certain that I would do a factor analysis with
your data.  Your sample size is large enough to have a
an adequate variable-to-subject ratio. The variable
reduction techniques such PCA are useful primarily
when you need a data/variable reduction
technique--which doesn't seem to be the case here. In
addition, the factors/PCAs add interpretive
complexity.  Moreover, it looks like you're extracting
a large number of factors--which is worrisome.

My inclination would be to fit your model with
individual variables---and to consider the use of
restricted cublic splines if your data warrant their
use.

No, I wouldn't include the "dependent" variable in a
factor analysis or PCA.

SR Millis


--- georg wernicke <georg.wernicke@googlemail.com>
wrote:

> Dear SR Mills,
> 
> thank you very much for your help. It is most
> appreciated. I am just
> going over the mentioned article, it seems as i have
> some
> collinearity. i dropped 2 variables which are
> indicated as collinear
> by the belsley threshold, the factortest immideately
> went up from 4 to
> 7 factors and will prob. improve once i have
> corrected for all
> possibly collinear variables.
> 
> however, do i include the dependent variable in the
> factor equation?
> (e.g. factor dependent independent1 independent2
> etc..)
> 
> and what do i get from knowing that the factor
> analysis gives me lets
> say 9 factors?
> 
> once again, thanxs for your help
> 
> george

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