Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <njcoxstata@gmail.com> |

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 17:32:00 +0000 |

When I say PCA I mean to imply -pca-. Nick njcoxstata@gmail.com On 12 December 2013 17:28, Trevor Zink <tzink@bren.ucsb.edu> wrote: > Thanks, Nick > > Just to be clear, since Stata uses different terminology, when you say PCA, > do you mean -factor, pcf- or -factor, pf-? > From what I can tell from the manual, the PCF method is closer to PCA > whereas the PF method is closer to factor analysis. > > Thanks > Trevor > > > > On 12/12/2013 9:20 AM, Nick Cox wrote: >> >> The use of factor analysis rather than PCA is typically based on some >> ideas about what structure might exist, whether they are called theory >> or not. If you don't have well developed grounds for FA, PCA does the >> advantage you seek of uncorrelated scores. >> Nick >> njcoxstata@gmail.com >> >> >> On 12 December 2013 17:10, Trevor Zink <tzink@bren.ucsb.edu> wrote: >>> >>> Red and William, >>> >>> Thanks for the replies. I initially also excepted it was an estimation >>> sample issue, but I tried adjusting for that, and as Red's example shows, >>> it >>> doesn't fix the issue. Thanks for the insight on varimax--I was indeed >>> under >>> the impression that varimax would always produce perfectly orthogonal >>> factors. Interesting to know this is not the case. >>> Is there another method I should consider that produces less correlated >>> factor scores? >>> >>> Thanks again, >>> Trevor >>> >>> >>> >>> On 12/12/2013 4:26 AM, Red Owl wrote: >>>> >>>> I doubt Trevor's concern Trevor is due exclusively to a failure to >>>> maintain the e(sample) in estimating the factor score correlations. I >>>> believe the problem is that he was expecting that varimax rotation would >>>> always produce perfectly uncorrelated factor scores and that their >>>> correlation matrix should match the identity matrix presented after >>>> -estat common-. >>>> >>>> See the following example, which demonstrates that (a) -estat common- >>>> simply produces an identity matrix after varimax rotation, as the mv.pdf >>>> documentation indicates, (b) the estimated factor scores in this case >>>> are not perfectly orthogonal even after varimax rotation, and (c) the >>>> correlation matrix of factor scores calculated with -if e(sample)- does >>>> not reproduce the identity matrix with either pairwise or >>>> listwise/casewise deletion of cases with missing values. >>>> >>>> ** Begin Example >>>> use http://www.stata-press.com/data/r13/sp2, clear >>>> factor ghp31-ghp05, fac(3) >>>> rotate, varimax >>>> estat common >>>> predict f1-f3 >>>> pwcorr f1-f3 if e(sample), sig >>>> corr f1-f3 if e(sample) >>>> ** End Example >>>> >>>> Red Owl >>>> redowl@liu.edu >>>> >>>> >>>>> Did you restrict your prediction to your estimation sample? Maybe >>>>> someobservations that were excluded from fitting the PCA had predicted >>>>> >>>>> values and the pattern of missingness was correlated across those >>>>> observations? >>>>> William Buchanan <william@williambuchanan.net> >>>>> 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/ >>> >>> >>> -- >>> Trevor Zink, MBA, MA >>> Ph.D. Candidate >>> UC Regents Special Fellow >>> Bren School of Environmental Science and Management >>> University of California, Santa Barbara >>> tzink@bren.ucsb.edu <mailto:tzink@bren.ucsb.edu> >>> >>> * >>> * 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/ > > > -- > Trevor Zink, MBA, MA > Ph.D. Candidate > UC Regents Special Fellow > Bren School of Environmental Science and Management > University of California, Santa Barbara > tzink@bren.ucsb.edu <mailto:tzink@bren.ucsb.edu> > * > * 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/

**Follow-Ups**:**Re: st: Factors correlated after -predict-... What is going wrong?***From:*Trevor Zink <tzink@bren.ucsb.edu>

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

**Re: st: Factors correlated after -predict-... What is going wrong?***From:*Trevor Zink <tzink@bren.ucsb.edu>

**Re: st: Factors correlated after -predict-... What is going wrong?***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Factors correlated after -predict-... What is going wrong?***From:*Trevor Zink <tzink@bren.ucsb.edu>

- Prev by Date:
**Re: st: Factors correlated after -predict-... What is going wrong?** - Next by Date:
**Re: st: Factors correlated after -predict-... What is going wrong?** - Previous by thread:
**Re: st: Factors correlated after -predict-... What is going wrong?** - Next by thread:
**Re: st: Factors correlated after -predict-... What is going wrong?** - Index(es):