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st: More re factor loadings


From   Dave Garson <[email protected]>
To   [email protected]
Subject   st: More re factor loadings
Date   Fri, 27 Sep 2013 14:45:34 -0400

Regarding my recent queries about mult. correlation and factor
loadings in sem:

(1) Multiple correlations: Kristin's recommendation of estat eqgof,
which I had overlooked, does generate the same multiple correlations as
SAS and SPSS. Thanks.

(2) Doing sem, standardized and using the indicator path coefficients
does not give the same factor loadings. The Stata SEM manual does indeed
refer to these as factor loadings, but this usage of the term differs
from SAS and SPSS and the coefficients differ, or so it seems. My
question remains whether the factor loadings can be obtained in Stata.
To be more specific, this is what SPSS labels "factor score weights" and
SAS labels "latent variable scores regression coefficients." I have seen
them also called factor weights, factor loadings, factor pattern
coefficients, or validity coefficients. In my understanding, the factor
loadings that the Stata SEM manual and Kristen reference are the path
weights from the latent variables to their indicator variables, based on
the observed covariance matrix (or correlation matrix) input. What SAS
and SPSS are referring to are the regression weights used when
calculating the latent variables from the observed (indicator) variables
on the basis of the matrix of covariances implied by the model for all
variables in the model.  Again, tips on how to get what SPSS and SAS are
referring to would be helpful.

Best wishes,
Dave

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