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From |
William Buchanan <william@williambuchanan.net> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 12 Dec 2013 05:04:23 -0600 |

Did you restrict your prediction to your estimation sample? Maybe some observations that were excluded from fitting the PCA had predicted values and the pattern of missingness was correlated across those observations? Sent from my iPhone > On Dec 12, 2013, at 4:32, Red Owl <rh.redowl@liu.edu> wrote: > > 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 > redowl@liu.edu > > >>> 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 > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Factors correlated after -predict-... What is going wrong?***From:*Red Owl <rh.redowl@liu.edu>

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