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st: AW: bootstrap in factor analysis


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: bootstrap in factor analysis
Date   Sun, 28 Feb 2010 14:43:15 +0100

<> 

Make sure you look at the note of caution in -help factor-:


"  bootstrap, by, jackknife, rolling, and statsby are allowed with factor;
see prefix.  However, bootstrap and
      jackknife results should be interpreted with caution; identification
of the factor parameters involves
      data-dependent restrictions, possibly leading to badly biased and
overdispersed estimates.
    Weights are not allowed with the bootstrap prefix."



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Thu Phuong
Truong
Gesendet: Sonntag, 28. Februar 2010 02:43
An: statalist@hsphsun2.harvard.edu
Betreff: st: bootstrap in factor analysis

Dear all,

I would like to test the whether the factor loadings in factor analysis
(based on the rotated factor solution) by using the traditional
bootstrapping methods. However, I could not figure out how to write the
bootstrap within the factor analysis or the rotate function.

Could anyone kindly help?

Many thanks,

Yours sincerely,

Phuong

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