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st: Bootstrapping factor loadings


From   "Grant, Robert" <Robert.Grant@sgul.kingston.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrapping factor loadings
Date   Tue, 28 Feb 2012 10:15:40 +0000

Following an earlier thread (http://www.stata.com/statalist/archive/2012-02/msg00036.html), a fellow Statalister asked me off-list about extending this to more than one factor. This is pretty easy to do once you have got the idea of the requirements of -bstat- but I include my suggested code here in case it is of use to anyone in the future:

If you have more than one factor, the e(r_L) matrix will have more than one column, one for each factor. If you are using -pca- instead, the same loadings matrix will be called e(b). You need to rearrange them into a single-column vector which here I call obs, and that contains point estimates which -bstat- will then access. If you are not interested in inference for extra stuff such as the % variance explained, then it is simple:

// example begins -------------------------------------------
// first, get the observed point estimates:
factor var1 var2 var3 ... var26, pcf factors(4) // here there are 4 factors and 26 variables 
rotate, promax // I hope this makes sense - I "don't do" oblique rotations
matrix obsload=e(r_L) 
forvalues i=1/4 {
        matrix obsload`i'=obsload[1..26,`i'] // break the loadings matrix up 
} 
matrix obs=(obsload1 \ obsload2 \ obsload3 \ obsload4) // put it back together 

// then carry on with the program...
// example ends --------------------------------------------

Or if you need extra stuff, have a loop for columns within each loop for rows:

// example begins -------------------------------------------
// first, get the observed point estimates:
factor var1 var2 var3 ... var26, pcf factors(4) // here there are 4 factors and 26 variables 
rotate, promax // I hope this makes sense - I "don't do" oblique rotations
matrix obsload=e(r_L) 
forvalues i=1/26 {
	forvalues j=1/4 {
               scalar obsload`i'_`j'=obsload[`i',`j'] // break the loadings matrix up
	}
}
// I was interested in % variance explained - you might want to add other stats in.
scalar varexpl=e(rho)
// now put it back together:
matrix obs=(obsload1_1 , obsload1_2 , obsload1_3 , obsload 1_4 , ///
            obsload2_1 , obsload2_2 , obsload2_3 , obsload 2_4 , ///
            obsload3_1 , obsload3_2 , obsload3_3 , obsload 3_4 , ///
				.
				.
				.
				.
            obsload25_1 , obsload25_2 , obsload25_3 , obsload 25_4 , ///
            obsload26_1 , obsload26_2 , obsload26_3 , obsload 26_4 , ///
	    varexpl)
/* then carry on with the program...
but be very careful to cite the individual loadings and stats within -simulate- in exactly the same order as above; here I have gone across rows then down columns which looks nicer as j<i but is slightly unconventional in loadings I suppose */ 

// and here comes the program...
capture: program drop myboot
program define myboot, rclass
        preserve
        bsample
        factor var1 var2 var3 ... var26, pcf factors(1)
        rotate, promax
        matrix bootload=e(r_L)
       forvalues i=1/26 {
               scalar bootload`i'=bootload[`i',1]
        }
        scalar bootexp=e(rho)
      restore
end

// now you use -simulate- to run the -myboot- program, creating one resample each time.
simulate load1=bootload1 load2=bootload2 load3=bootload3 ... load26=bootload26 ///
        explained=bootexp, noisily reps(1000) seed(1234) saving(myboot_loadings.dta, replace): ///
        myboot
bstat, stat(obs) n(999) // put the original number of observations into n() 
estat bootstrap, all 

// example ends --------------------------------------------



Robert Grant
Senior Research Fellow in Quantitative Methods
Faculty of Health & Social Care Sciences,
St. George's, University of London & Kingston University,
Grosvenor Wing, Cranmer Terrace, London, SW17 0RE.
 
Email address robert.grant@sgul.kingston.ac.uk
Telephone +44 (0)20 8725 2281 
Website http://staffnet.kingston.ac.uk/~ku45386




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