Nick,
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. My understanding is that score (in Stata 8) and predict
(in Stata 9) generate factor scores through a regression technique -- so it
seems plausible that I should be able to get post-estimation statistics like
stdp. Any creative thoughts?
-Ken
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Monday, December 18, 2006 9:40 AM
To: [email protected]
Subject: st: RE: stdp for factor scores?
My reading of the help is that, syntax changes aside,
Stata 9 won't help you get what you think you want
any more than Stata 8. I have various difficulties
understanding what people want from factor analysis
and why they use it: in your case is there theory
that produces standard error of prediction formulae
for each set of factor scores, or are you just guessing
by analogy?
Nick
[email protected]
Kenneth Greene
> Hi all: I would like to obtain the standard error of the
> prediction (stdp)
> for factor scores. My understanding is that factor scores
> are generated
> through a regression technique, so it seems as though I
> should be able to
> get stdp. However, when I use predict it tells me that the
> last estimates
> are not found. Am I doing anything wrong? Is there a
> workaround I could
> use? Also, I am using Stata 8 where factor scores are
> obtained through the
> score command. I understand that Stata 9 does this through
> predict - does
> that mean 9 will do what I want more easily? Thanks for your help.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
