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Re: st: Factors correlated after -predict-... What is going wrong?


From   Red Owl <[email protected]>
To   <[email protected]>
Subject   Re: st: Factors correlated after -predict-... What is going wrong?
Date   Thu, 12 Dec 2013 05:32:59 -0500

Trevor,

See mv.pdf (from help factor postestimation) on p. 317 in Stata 13.x
documentation, which states:

"estat common displays the correlation matrix of the common factors. For
orthogonal factor loadings, the common factors are uncorrelated, and
hence an identity matrix is shown. estat common is of more interest
after oblique rotations."

I recommend that you rely on the results of -pwcorr- or -corr- after
varimax rotation instead of -estat common- for your purposes.  Although
varimax rotation is an orthogonal procedure, it does not guarantee
perfectly uncorrelated factor scores.

Red Owl
[email protected]


>> Hi Statalist,
>>
>> I am using -factor- to develop three factors, rotating them using
-rotate, varimax- and then produce variables from the factors using
-predict-. Varimax is orthogonal rotation so should produce factors with
zero correlation. Testing the factors' correlation after rotation with
-estat common- produces the expected result, that correlation is 0.
However, after I produce variables from the factors using -predict-,
these new variables are correlated. How? Why? I tried replicating the
steps using the example dataset from the manual (/r12/sp2), and in that
case the predicted variables also have zero correlation. So, I guess
it's something unique to my dataset, but I have no idea what. Any ideas?

>> <snipped>

>> Thanks,
>> Trevor Zink
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