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

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

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.

Suggested Citation

  • Ariel Linden, 2025. "AUTO_FACTOR: Stata module to automate data and method checks for factor analysis," Statistical Software Components S459530, Boston College Department of Economics, revised 24 Oct 2025.
    • Handle: RePEc:boc:bocode:s459530
    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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    File URL: http://fmwww.bc.edu/repec/bocode/a/auto_factor.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/a/auto_factor.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/menger.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/menger.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/menger_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/menger_estat.sthlp
    File Function: help file
    Download Restriction: no
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