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Re: st: CR and AVE for factor analysis with 2 factors


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: CR and AVE for factor analysis with 2 factors
Date   Tue, 29 Oct 2013 09:40:54 +0000

That explains it then. Your loop goes 1 to 15. You are looking for
entries rows 7 to 15 in the matrix, but they don't exist. As soon as
you ask for -communalities[7,1]- Stata just overwrites your sum with
missing as it evaluates -communalities[7,1]-  as missing. Either your
loop must go 1 to 6, in this case, or (if you used the Mata approach I
suggested earlier) you need not loop at all.
Nick
[email protected]


On 29 October 2013 09:33, Florian Christian Esser
<[email protected]> wrote:
> It's 15
>
>> What's e(df_m) in your case?
>> Nick
>> [email protected]
>>
>>
>> On 29 October 2013 09:07, Florian Christian Esser
>> <[email protected]> wrote:
>>> Here we go (I included the uniqueness and the loadings as well).
>>> Communalities are on the bottom:
>>> _____________________________________________________________
>>>
>>>
>>> . matrix list e(Psi)
>>>
>>> e(Psi)[1,6]
>>>             zwmdiff_1  zwpdiff_1  zwpdiff_2   zwcost_1   zwcost_2
>>> zwcost_3
>>> Uniqueness  .14721836  .16061008  .12541414  .01425274  .01366305
>>> .02630422
>>>
>>> . matrix list e(L)
>>>
>>> e(L)[6,3]
>>>               Factor1     Factor2     Factor3
>>> zwmdiff_1   .81629684     .233233   .36337787
>>> zwpdiff_1   .82275816   .39938175  -.05434294
>>> zwpdiff_2    .8671496   .34761446   .04244559
>>>  zwcost_1  -.52875169   .83417333   .10160593
>>>  zwcost_2  -.51348298   .84223386   .11538764
>>>  zwcost_3  -.18959666  -.28021389    .9269461
>>>
>>> . matrix psi = e(Psi)'
>>>
>>> . matrix communalities = J(rowsof(psi),1,1)
>>>
>>> . matrix communalities = communalities - psi
>>>
>>> . matrix colnames communalities = communalities
>>>
>>> . matrix list communalities
>>>
>>> communalities[6,1]
>>>            communalit~s
>>> zwmdiff_1     .85278164
>>> zwpdiff_1     .83938992
>>> zwpdiff_2     .87458586
>>>  zwcost_1     .98574726
>>>  zwcost_2     .98633695
>>>  zwcost_3     .97369578
>>> _____________________________________________________
>>>
>>>> What is implied by your log is that
>>>>
>>>> replace sum_factors = sum_factors + sqrt(communalities[3,1])
>>>>
>>>> has the effect of replacing -sum_factors- with missing. So, please
>>>> show us that -communalities- matrix,
>>>> namely the result of your line
>>>>
>>>> matrix list communalities
>>>>
>>>> (I see on closer examination that the -communalities- matrix is not
>>>> the communalaties as first reported, but modified.)
>>>>
>>>> No idea, sorry, about your general factor analysis question. I'm
>>>> firmly a PCA person.
>>>> Nick
>>>> [email protected]
>>>>
>>>>
>>>> On 29 October 2013 07:14, Florian Christian Esser
>>>> <[email protected]> wrote:
>>>>> Hi Nick, thanks a lot for your advice.
>>>>> Unfortunately, all my communalities are positive.
>>>>> Does anyone have any ideas, what else could cause the issue?
>>>>>
>>>>> Is the general approach correct, to calculate CR and AVE for both
>>>>> factors
>>>>> at the same time, or would I have to do it individually. I.e. I do the
>>>>> factor analysis, identify, that the indicators load on two factors and
>>>>> then calculate CR and AVE for each factor individually?
>>>>>
>>>>>> Your missing value is presumably the result of taking the square root
>>>>>> of a negative number. Is at least one of your communalities reported
>>>>>> as negative?
>>>>>>
>>>>>> That aside you have segments like
>>>>>>
>>>>>> gen nvar = e(df_m)
>>>>>> gen sum_factors=0
>>>>>> local i=1
>>>>>> while `i' <= nvar {
>>>>>> replace sum_factors = sum_factors + sqrt(communalities[`i',1])
>>>>>> local i=`i'+1
>>>>>> }
>>>>>>
>>>>>> You can simplify this. First, to hold constants, use locals or
>>>>>> scalars, not variables. Second, use -forval- to loop here:
>>>>>>
>>>>>> local nvar = e(df_m)
>>>>>> local sum_factors = 0
>>>>>> forval i = 1/`nvar' {
>>>>>>      local sum_factors = `sum_factors'  + sqrt(communalities[`i',1]
>>>>>> }
>>>>>>
>>>>>> Third, use Mata instead. Here is a self-contained example:
>>>>>>
>>>>>> . matrix foo = (1,2,3,4)
>>>>>>
>>>>>> . mata : st_numscalar("sum_factors", sum(sqrt(st_matrix("foo"))))
>>>>>>
>>>>>> . scalar li
>>>>>> sum_factors =  6.1462644
>>>>>>
>>>>>> However, none of these tricks can get round what appears to be your
>>>>>> problem.
>>>>>>
>>>>>>
>>>>>> Nick
>>>>>> [email protected]
>>>>>>
>>>>>>
>>>>>> On 28 October 2013 14:11, Florian Christian Esser
>>>>>> <[email protected]> wrote:
>>>>>>> Hi everyone,
>>>>>>>
>>>>>>> I am trying to do factor analysis in order to measure two strategy
>>>>>>> constructs. I have 6 indicators that load on these two constructs.
>>>>>>> Now
>>>>>>> I
>>>>>>> want to calculate composite reliability (CR) and average variance
>>>>>>> extracted(AVE).
>>>>>>> I use the following code (here for CR):
>>>>>>> ___________________________________________________________________
>>>>>>> factor zwmdiff_1 zwpdiff_1 zwpdiff_2 zwcost_1 zwcost_2 zwcost_3, pcf
>>>>>>> matrix list e(Psi)
>>>>>>> matrix list e(L)
>>>>>>> matrix psi = e(Psi)'
>>>>>>> matrix communalities = J(rowsof(psi),1,1)
>>>>>>> matrix communalities = communalities - psi
>>>>>>> matrix colnames communalities = communalities
>>>>>>> matrix list communalities
>>>>>>> gen nvar = e(df_m)
>>>>>>> gen sum_factors=0
>>>>>>> local i=1
>>>>>>> while `i' <= nvar {
>>>>>>> replace sum_factors = sum_factors + sqrt(communalities[`i',1])
>>>>>>> local i=`i'+1
>>>>>>> }
>>>>>>> generate sum_psi=0
>>>>>>> local i=1
>>>>>>> while `i' <= nvar {
>>>>>>> replace sum_psi = sum_psi + psi[`i',1]
>>>>>>> local i=`i'+1
>>>>>>> }
>>>>>>> gen cr=(sum_factors*sum_factors)/((sum_factors*sum_factors)+sum_psi)
>>>>>>> drop nvar
>>>>>>> drop sum_factors
>>>>>>> drop sum_psi
>>>>>>> list cr in 1
>>>>>>> _________________________________________________________________
>>>>>>>
>>>>>>> The problem is that once the local macro starts running it tells me:
>>>>>>> _____________________________
>>>>>>> [...]
>>>>>>> (534 real changes made)
>>>>>>> (534 real changes made)
>>>>>>> (534 real changes made, 534 to missing)
>>>>>>> (0 real changes made)
>>>>>>> (0 real changes made)
>>>>>>> (0 real changes made)
>>>>>>> [...]
>>>>>>> ___________________________
>>>>>>>
>>>>>>> and accordingly there is an empty result for CR.
>>>>>>> If I add "factors(1)" in the command line above, I get a result, but
>>>>>>> I
>>>>>>> since I have two factors, I think it is not correct to do this.
>>>>>>>
>>>>>>> Does anyone know what to do here?
>>>>>>>
>>>>>>> Thanks a lot in advance.
>>>>>>>
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