{smcl} {* *! version 1.1.13 04jun2007}{...} {cmd:help confa postestimation}{right: ({browse "http://www.stata-journal.com/article.html?article=st0169":SJ9-3: st0169})} {hline} {title:Title} {p2colset 5 29 31 2}{...} {p2col :{hi:confa postestimation} {hline 2}}Postestimation tools for confa{p_end} {p2colreset}{...} {title:Description} {pstd}The following commands are available after {helpb confa}:{p_end} {synoptset 17}{...} {p2coldent :command}description{p_end} {synoptline} {synopt :{helpb confa_estat##fit:estat fitindices}}fit indices{p_end} {synopt :{helpb confa_estat##ic:estat aic}}AIC{p_end} {synopt :{helpb confa_estat##ic:estat bic}}BIC{p_end} {synopt :{helpb confa_estat##corr:estat correlate}}correlations of factors and measurement errors{p_end} {synopt :{helpb confa_estat##predict:predict}}factor scores{p_end} {synopt :{helpb bollenstine}}Bollen-Stine bootstrap{p_end} {synoptline} {p2colreset}{...} {marker fit}{...} {title:The estat fitindices command} {title:Syntax} {p 8 15 2} {cmd:estat} {cmdab:fit:indices} [{cmd:,} {it:options}] {p2colset 9 27 29 2}{...} {p2col:{it:options}}fit index{p_end} {p2line} {p2col :{opt aic}}Akaike information criterion{p_end} {p2col :{opt bic}}Schwarz Bayesian information criterion{p_end} {p2col :{opt cfi}}comparative fit index{p_end} {p2col :{opt rmsea}}root mean squared error of approximation{p_end} {p2col :{opt rmsr}}root mean squared residual{p_end} {p2col :{opt tli}}Tucker-Lewis index{p_end} {p2col :{opt _all}}all the above indices, the default{p_end} {p2line} {p2colreset}{...} {title:Description} {pmore}{opt estat }{cmd:fitindices} computes, prints, and saves into {cmd:r()} results several traditional fit indices. {title:Options} {phang2} {opt aic} requests the Akaike information criterion (AIC). {phang2} {opt bic} requests the Schwarz Bayesian information criterion (BIC). {phang2} {opt cfi} requests the CFI (Bentler 1990b). {phang2} {opt rmsea} requests the RMSEA (Browne and Cudeck 1993). {phang2} {opt rmsr} requests the RMSR. {phang2} {opt tli} requests the TLI (Tucker and Lewis 1973). {phang2} {opt _all} requests all the above indices. This is the default behavior if no option is specified. {marker ic}{...} {title:The estat aic and estat bic commands} {title:Syntax} {p 8 15 2} {cmd:estat} {cmd:aic} {p 8 15 2} {cmd:estat} {cmd:aic} {title:Description} {pmore}{cmd:estat aic} and {cmd:estat bic} compute the Akaike and Schwarz Bayesian information criteria, respectively. {title:The estat correlate command} {title:Syntax} {p 8 15 2} {cmd:estat} {cmdab:corr:elate} [{cmd:,} {opt level(#)} {opt bound}] {title:Description} {marker corr}{...} {pmore}{opt estat} {cmd: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.{p_end} {title:Options} {phang2}{opt level(#)} changes the confidence level for confidence-interval reporting.{p_end} {phang2}{cmd: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. {marker predict}{...} {title:The predict command} {title:Syntax} {p 8 19 2} {cmd:predict} {dtype} {it:{help newvarlist}} {ifin} [{cmd:,} {it:scoring_method}] {p2colset 9 27 29 2}{...} {p2col:{it:scoring_method}}factor scoring method{p_end} {p2line} {p2col:{cmdab:reg:ression}}regression, or empirical Bayes, score{p_end} {p2col:{cmdab:emp:iricalbayes}}alias for {cmd:regression}{p_end} {p2col:{cmdab:eb:ayes}}alias for {cmd:regression}{p_end} {p2col:{opt mle}}MLE, or Bartlett score{p_end} {p2col:{cmdab:bart:lett}}alias for {cmd:mle}{p_end} {p2line} {p2colreset}{...} {title:Description} {pmore} {cmd:predict} can be used to create factor scores following {cmd:confa}. The number of variables in {it: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. {title:Options} {phang2} {opt regression}, {opt empiricalbayes}, or {opt ebayes} requests regression, or empirical Bayes, factor scoring procedure. {phang2} {opt mle} or {opt bartlett} requests Bartlett scoring procedure. {title:Example} {phang}{cmd:. use hs-cfa}{p_end} {phang}{cmd:. confa (vis: x1 x2 x3) (text: x4 x5 x6) (math: x7 x8 x9), from(iv) corr(x7:x8)}{p_end} {phang}{cmd:. estat fit}{p_end} {phang}{cmd:. estat corr}{p_end} {phang}{cmd:. estat corr, bound}{p_end} {phang}{cmd:. predict fa1-fa3, reg}{p_end} {phang}{cmd:. predict fb1-fb3, bart}{p_end} {title:References} {phang} Bentler, P. M. 1990. Comparative fit indexes in structural models. {it:Psychological Bulletin} 107: 238-246. {phang} Browne, M. W., and R. Cudeck. 1993. Alternative ways of assessing model fit. In {it:Testing Structural Equation Models}, ed. K. A. Bollen and J. S. Long, 136-162. Newbury Park, CA: Sage. {phang} Tucker, L. R., and C. Lewis. 1973. A reliability coefficient for maximum likelihood factor analysis. {it:Psychometrika} 38: 1-10. {title:Author} {pstd}Stanislav Kolenikov{p_end} {pstd}Department of Statistics{p_end} {pstd}University of Missouri{p_end} {pstd}Columbia, MO{p_end} {pstd}kolenikovs@missouri.edu{p_end} {title:Also see} {psee} Article: {it:Stata Journal}, volume 9, number 3: {browse "http://www.stata-journal.com/article.html?article=st0169":st0169} {psee}Online: {helpb confa}, {helpb bollenstine}{p_end}