--- Kenneth Greene <[email protected]> wrote:
> 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:
No creative thoughts from me, but some weeks ago I listened to a talk
by David Armstrong and Ryan Bakker called: "Take that you lousy
dimension: A new model for manifesto-based left-right party placement"
where they used Bayestian techniques to take uncertainty around the
factor scores into account. I am pretty sure the Bayesian sollution
won't work in Stata (at least not without a realy major programming
effort, although there is some work done on getting Stata and WinBugs
to work together, see (Thompson et al. 2006)). they also mentioned that
they tried other methods, and these might be more accessible for Stata
users. I'll also sent this message to them privately (since they are
probably not members of the list).
Hope this helps,
Maarten
John Thompson, Tom Palmer, and Santiago Moreno (2006) "Bayesian
analysis in Stata with WinBUGS" The Stata Journal, 6(4), pp. 530�549
-----------------------------------------
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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