Object Reference : Object View and Procedure Reference : Factor
Declare a factor object.
factor factor_name
factor factor_name.method(options) specification
Follow the factor keyword with a name and an optional specification. If you wish to enter the specification, you should follow the new factor name with a period, an estimation method, and the factor analysis specification. Valid estimation methods are gls, ipf, ml, pace, pf, and uls. Refer to each method for a description of the available options.
factor f1.gls(n=map, priors=max) group01
declares the factor object F1 and estimates a factor model from the correlation matrix for the series in the group object GROUP01. The default method, Velicer’s MAP, is used for determining the number of factors.
factor fac1.ipf(n=2, maxit=4) var1 var2 var3 var4
creates the factor object FAC1 then extracts two factors from the variables VAR1–VAR4 by the iterative principal factor method, with a maximum of four iterations.
factor f2.ml group01
declares the factor object F2 then estimates the factor model using the correlation matrix for the series in GROUP01 by maximum likelihood method.
“Factor Analysis” provides basic information on factor analysis.