AUTO_FACTOR: Stata module to automate data and method checks for factor analysis

Ariel Linden ()
Additional contact information
Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: auto_factor automates all of the steps typically performed as part of a factor analysis, including (1) initial checks of the data (Kaiser-Meyer-Olkin measure of sampling adequacy, testing that all variables have variance, testing that there are no perfect linear dependencies among variables, Bartlett's test of sphericity, and the Doornik-Hansen omnibus test of multivariate normality for the ML method), (2) determining the number of factors to retain (using Stata's default of all positive eigenvalues, Menger's maximum curvature, and screeplot), (3) test for uniqueness of variables, and (4) generating predictions. While auto_factor is not a replacement for content expertise, it can assist in determining whether the data are appropriate for factor analysis and which method (or methods) may be most suitable.

Language: Stata
Requires: Stata version 11
Keywords: factor analysis; Menger curvature; screeplot; Kaiser-Meyer-Olkin measure of sampling adequacy; Bartlett's test of sphericity; Doornik-Hansen omnibus test of multivariate normality; uniqueness (search for similar items in EconPapers)
Date: 2025-10-11
Note: This module should be installed from within Stata by typing "ssc install auto_factor". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/auto_factor.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/auto_factor.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/menger.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/menger.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/menger_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/menger_estat.sthlp help file (text/plain)

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