Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Factor Analysis and Multiple Imputation |

Date |
Fri, 23 Jul 2010 07:43:46 -0500 |

On Thu, Jul 22, 2010 at 4:35 PM, <gregor.hochschild@gmx.de> wrote: > I would like to run a couple of regressions using the factor score from an explorative factor analysis as the dependent variable but I am not sure how I should handle missing data. In particular, I want to > a) construct the dependent variable from 8 items using explorative factor analysis > b) run some regressions using the factor score as the dep. variable > > There are missing values for pretty much all the variables including the 8 items as well as the independent variables in the regression. What is the best approach to handle the missing data problem? What is the right imputation procedure in this case? > Should I first use all available information in the data to recover the missing data across all the variables, and then run the factor analysis? But how do I do this in Stata given that mi does not support factor analysis? Whatever goes after -mi:- or -ice:- prefix must be a single command. You would need to write a small wrapper to combine both factor analysis and regression commands. I personally would have little trust in your analysis, missing data or not, as I have little trust in EFA to begin with. For one thing, the two-step procedure you describe will likely underestimate the standard errors, since the regression step is not aware of the fact that your dependent variable is generated with an extra measurement error. Multiple imputation will not overcome this, as it still uses the wrong standard errors from the regression step. For another thing, there are just too many options of getting the scores, and justifications for them are ad hoc at best. If I were in your shoes, I would wrap things up into a MIMIC model and estimate it with -gllamm-. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Factor Analysis and Multiple Imputation***From:*gregor.hochschild@gmx.de

- Prev by Date:
**RE: st: Radar module for stata 10** - Next by Date:
**Re: Antwort: st: interactive Wald test?** - Previous by thread:
**Re: st: Factor Analysis and Multiple Imputation** - Next by thread:
**st: Question regarding panel data diagnostic** - Index(es):