Thanks Maarten!
-Ken
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: Monday, December 18, 2006 11:53 PM
To: [email protected]
Subject: Re: st: RE: RE: stdp for factor scores?
--- Kenneth Greene <[email protected]> wrote:
> 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.
Another way to take the uncertainty in the estimated scale into account
would be to bootstrap together the factor analysis and the regression,
like in the example below.
Hope this help,
Maarten
*-------------- begin example ------------
version 8.2
sysuse auto, clear
capture program drop factreg
program define factreg, rclass
factor headroom trunk weight length turn displacement, factor(1)
capture drop size
score size
reg size price foreign
return scalar price = _b[price]
return scalar foreign = _b[foreign]
end
bootstrap factreg price=r(price) foreign=r(foreign), reps(1000) dots
*--------------- end expample ------------
-----------------------------------------
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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