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st: RE: Factor variable

From   "Maarten Buis" <>
To   <>
Subject   st: RE: Factor variable
Date   Tue, 25 Jul 2006 16:53:13 +0200

--- Neil asked:
> I want to create a single composite variable 
> from 3 variables in order to estimate the 
> combined effect of the 3 variables on the 
> dependent variable

Given the subject title I assume you want to 
run a factor analysis, with only one factor, 
save that as a new variable and run you 
regression with that new variable. An example 
on how to do this is given below.

*-----begin example-------
sysuse auto, clear
factor displacement weight length, factor(1)
predict size
reg mpg size
*-------end example-------


Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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