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RE: st: Panel data factor analysis

From   "Verkuilen, Jay" <>
To   <>
Subject   RE: st: Panel data factor analysis
Date   Thu, 11 Dec 2008 16:58:30 -0500

C.T.Shehzad wrote:

>Actually stata has routine for cross sectional factor analysis (its 
command in stata is - factor - ).> 

OK, I know what you mean now. Yes indeed, -factor- is decent but missing
some things I would want (e.g., MINRES/OLS fitting, standard errors for
the loadings). 

>>But I think it does not have capability for panel data. 

Not really, no, unless you go back to very "old skool" fitting
procedures that combine Procrustes rotations with ordinary extraction

>>So I was just asking if someone has tried to 
program factor analysis for panel data. Factor analysis or principal 
component analysis is a technique for data reduction.<<

This stuff goes under the general name "multiway factor analysis," at
least in psychometrics. I don't know of Stata programs for it, but may
be wrong (Googling turned up a concept paper and that was it). If you're
talking about a confirmatory model you might be able to set that up in


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