*! version 1.1.13 04jun2007
help confa postestimation (SJ9-3: st0169)

Title

confa postestimation -- Postestimation tools for confa

Description

The following commands are available after confa:

command description

estat fitindices fit indices

estat aic AIC

estat bic BIC

estat correlate correlations of factors and measurement errors

predict factor scores

bollenstine Bollen-Stine bootstrap

The estat fitindices command

Syntax

estat fitindices
[, options]

options fit index

aic Akaike information criterion

bic Schwarz Bayesian information criterion

cfi comparative fit index

rmsea root mean squared error of approximation

rmsr root mean squared residual

tli Tucker-Lewis index

_all all the above indices, the default

Description

estatfitindices computes, prints, and saves into
r() results several traditional fit indices.

Options

aic requests the Akaike information criterion (AIC).

bic requests the Schwarz Bayesian information criterion (BIC).

cfi requests the CFI (Bentler 1990b).

rmsea requests the RMSEA (Browne and Cudeck 1993).

rmsr requests the RMSR.

tli requests the TLI (Tucker and Lewis 1973).

_all requests all the above indices. This is the default
behavior if no option is specified.

The estat aic and estat bic commands

Syntax

estat aic

estat aic

Description

estat aic and estat bic compute the Akaike and Schwarz
Bayesian information criteria, respectively.

The estat correlate command

Syntax

estat correlate
[,
level(#)
bound]

Description

estat correlate transforms the covariance parameters into
correlations for factor covariances and measurement-error covariances. The
delta method standard errors are given; for correlations close to plus or
minus 1, the confidence intervals may extend beyond the range of admissible
values.

Options

level(#) changes the confidence level for confidence-interval
reporting.

bound provides an alternative confidence interval based on
Fisher's z transform of the correlation coefficient. It guarantees
that the end points of the interval are in the (-1,1) range, provided the
estimate itself is in this range.

The predict command

Syntax

predict [type] newvarlist [if] [in] [, scoring_method]

scoring_method factor scoring method

regression regression, or empirical Bayes, score

empiricalbayes alias for regression

ebayes alias for regression

mle MLE, or Bartlett score

bartlett alias for mle

Description

predict can be used to create factor scores following confa.
The number of variables in newvarlist must be the same as the number of
factors in the model specification; all factors are predicted at once by the
relevant matrix formula.

Options

regression, empiricalbayes, or ebayes
requests regression, or empirical Bayes, factor scoring procedure.

mle or bartlett requests Bartlett scoring procedure.

Example

. use hs-cfa

. confa (vis: x1 x2 x3) (text: x4 x5 x6) (math: x7 x8 x9), from(iv) corr(x7:x8)

. estat fit

. estat corr

. estat corr, bound

. predict fa1-fa3, reg

. predict fb1-fb3, bart

References

Bentler, P. M. 1990. Comparative fit indexes in structural models.
Psychological Bulletin 107: 238-246.

Browne, M. W., and R. Cudeck. 1993. Alternative ways of assessing model fit.
In Testing Structural Equation Models, ed. K. A. Bollen and J. S. Long,
136-162. Newbury Park, CA: Sage.

Tucker, L. R., and C. Lewis. 1973. A reliability coefficient for maximum likelihood factor analysis. Psychometrika 38: 1-10.

Author

Stanislav Kolenikov

Department of Statistics

University of Missouri

Columbia, MO

kolenikovs@missouri.edu

Also see

Article: Stata Journal, volume 9, number 3: st0169

Online: confa, bollenstine