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Measurement, Scaling, and Dimensional Analysis

Bill Jacoby

Summer 2016

OBTAINING THE INITIAL SCREE PLOT FOR A FACTOR ANALYSIS


As explained in class, the scree plot is often used in exploratory analyses to determine the appropriate number
of factors. There is some disagreement in the literature about exactly what should be shown in the scree plot.
But, one reasonable choice is to perform a preliminary factor analysis, using as many factors as there are
observed variables. The eigenvalues for these factors are then plotted against the respective factor numbers.
The number of factors is taken as the factor number that appears just before the elbow in the plot. The
remainder of this handout shows the log from a Stata session in which a preliminary scree plot is constructed
for the dataset on economic perceptions in 1992.

------------------------------------------------------------------------------.
. *
. *
Change delimiter to semicolon
. *
and set MORE condition off
. *
.
. #delimit ;
delimiter now ;
. set more off;
. *
>
>
>
> ;
. use

Retrieve dataset on
1992 public opinion
about economic conditions.
econ;

. *
>
Perform factor analysis,
>
specifying principal axis
>
factoring with iterated
>
communality estimation,
>
eight common factors
> ;
. factor bet1yr inccol unem1yr
>
infl1yr nec1yr necmos nec4yr
>
jobworr, ipf;
(obs=1665)
Factor analysis/correlation
Method: iterated principal factors
Rotation: (unrotated)

Number of obs
=
Retained factors =
Number of params =

1665
7
28

-------------------------------------------------------------------------Factor |
Eigenvalue
Difference
Proportion
Cumulative
-------------+-----------------------------------------------------------Factor1 |
2.57967
1.78783
0.6891
0.6891
Factor2 |
0.79184
0.59932
0.2115
0.9006
Factor3 |
0.19252
0.09766
0.0514
0.9520
Factor4 |
0.09486
0.03993
0.0253
0.9773
Factor5 |
0.05494
0.03208
0.0147
0.9920
Factor6 |
0.02286
0.01552
0.0061
0.9981
Factor7 |
0.00734
0.00759
0.0020
1.0001
Factor8 |
-0.00025
.
-0.0001
1.0000
-------------------------------------------------------------------------LR test: independent vs. saturated: chi2(28) = 3005.18 Prob>chi2 = 0.0000
Factor loadings (pattern matrix) and unique variances
-------------------------------------------------------------------------Variable | Factor1
Factor2
Factor3
Factor4
Factor5
Factor6

Obtaining the initial scree plot


Page 2
-------------+-----------------------------------------------------------bet1yr |
0.5379
0.4890
-0.1452
-0.0347
0.0471
-0.0772
inccol |
0.5598
0.5520
0.0258
-0.0396
-0.0528
0.0630
unem1yr |
0.6588
-0.2078
-0.0318
0.1670
-0.0977
-0.0612
infl1yr |
0.5386
-0.0281
0.3104
-0.0627
-0.0747
-0.0221
nec1yr |
0.7609
-0.3000
0.0474
-0.0925
0.0708
0.0364
necmos |
0.5149
-0.1407
0.0342
0.0096
0.1489
-0.0276
nec4yr |
0.5857
-0.2687
-0.2581
-0.0462
-0.0633
0.0483
jobworr |
0.2566
0.1482
0.0580
0.2224
0.0601
0.0653
---------------------------------------------------------------------------------------------------------------Variable | Factor7 |
Uniqueness
-------------+----------+-------------bet1yr | -0.0238 |
0.4405
inccol |
0.0206 |
0.3724
unem1yr | -0.0042 |
0.4806
infl1yr |
0.0089 |
0.6027
nec1yr | -0.0506 |
0.3114
necmos |
0.0552 |
0.6879
nec4yr |
0.0217 |
0.5092
jobworr | -0.0133 |
0.8513
--------------------------------------.
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*
The next command produces
a scree plot
;
screeplot,
scheme(s1color)
xaxis (1 2)
yaxis (1 2)
ylabel(, axis(1) nogrid)
ylabel(, axis(2) nolabel)
xlabel(, axis(2) nolabel)
xsize(4)
xtitle("", axis(2))
ytitle("", axis(2))
;

. *
>
The next command
>
writes the scree plot
>
to an external file
> ;
. graph export scree8.wmf, replace;
(note: file scree8.wmf not found)
(file g:\pls 900, fall 2008\factor analysis\econ92\starting 2005\scree8.wmf wri
> tten in Windows Metafile format)
. *
>
Close the log and
>
end the STATA session
> ;
. log close;
-------------------------------------------------------------------------------

Obtaining the initial scree plot


Page 3

Figure 1: Scree plot obtained from preliminary factor analysis of 1992 economic perception data.

.5

Eigenvalues
1
1.5

2.5

Scree plot of eigenvalues after factor

4
Number