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RE: st: Principal Component Analysis, First Steps


From   jverkuilen <jverkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Principal Component Analysis, First Steps
Date   Sun, 19 Apr 2009 15:22:03 -0400

Confirmatory factor analysis is rather different than PCA. CFA isn't in official Stata, but Stas Kolenikov wrote one, -findit cfa-.

I assume you want to create a composite variable of some sort from your proxies? If so, might I suggest looking at -alpha-? 



-----Original Message-----
From: "Ulrich Atz" <ulrich.atz@students.uni-mannheim.de>
To: statalist@hsphsun2.harvard.edu
Sent: 4/19/2009 2:48 PM
Subject: st: Principal Component Analysis, First Steps

Dear StataList!

I am working on a probit model for self-employment. So far the usual  
covariates are straightforward, but I'd like to include some more  
unusual variables such as e.g. the "social ties" of an individual.
Because of my data set, this is a latent variable, though I have many  
potential acceptable proxies. To reduce the structure my idea is to  
use a confirmatory factor analysis and boil them all down to one  
"index".

I know STATA includes the pca command, but my knowledge is limited,  
hence, I wondered if someone can provide me a link for an example of  
this kind. The Stata help ones are not particularly enlightening.

Especially the postestimation is not clear, so e.g. how to create a  
new variable. I hope I confused not to many things and appreciate your  
answer.

Best regards,
Ulrich
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