st: Factor Analysis and Multiple Imputation

[gregor.hochschild@gmx.de]

Hi, 

I would like to run a couple of regressions using the factor score from an explorative factor analysis  as the dependent variable but I am not sure how I should handle missing data. In particular, I want to 
a) construct the dependent variable from 8 items using explorative factor analysis
b) run some regressions using the factor score as the dep. variable

There are missing values for pretty much all the variables including the 8 items as well as the independent variables in the regression. What is the best approach to handle the missing data problem? What is the right imputation procedure in this case? 
Should I first use all available information in the data to recover the missing data across all the variables, and then run the factor analysis? But how do I do this in Stata given that mi does not support factor analysis?

Thanks,
Greg
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