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Re: st: RE: RE: stdp for factor scores?


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: RE: RE: stdp for factor scores?
Date   Tue, 19 Dec 2006 05:53:28 +0000 (GMT)

--- Kenneth Greene <[email protected]> wrote:
> Thanks for your reply.  In this case, I'm using factor analysis to
> recover a latent ideology dimension and use it as a dependent
> variable in a regression model.  Since the dependent variable is an
> estimate, I would further like to apply a WLS or FGLS model, for
> which I think I need the standard error of the predictions. 

Another way to take the uncertainty in the estimated scale into account
would be to bootstrap together the factor analysis and the regression,
like in the example below. 

Hope this help,
Maarten

*-------------- begin example ------------
version 8.2
sysuse auto, clear
capture program drop factreg
program define factreg, rclass
	factor headroom trunk weight length turn displacement, factor(1)
	capture drop size
	score size
	reg size price foreign
	return scalar price = _b[price]
	return scalar foreign = _b[foreign]
end

bootstrap factreg price=r(price) foreign=r(foreign), reps(1000) dots 
*--------------- end expample ------------


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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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