Table 15.7, page 410.
NOTE: The horst option on the rotate command standardizes the initial factor loadings for each variable to have a length of one before the rotation is made.
NOTE: The communalities are 1 – uniqueness.
use https://stats.idre.ucla.edu/stat/stata/examples/cama4/depress, clear factor c1-c20, factors(4) pcf rotate, horst (varimax rotation) Rotated Factor Loadings Variable | 1 2 3 4 Uniqueness -------------+------------------------------------------------------ c1 | 0.63956 0.14648 0.26567 0.27807 0.42160 c2 | 0.77342 0.29811 0.26968 -0.00446 0.24021 c3 | 0.72715 0.05604 0.27167 0.04969 0.39183 c4 | 0.63213 -0.06070 0.16462 0.42862 0.38591 c5 | 0.79703 0.17465 0.15727 0.01431 0.30931 c6 | 0.62284 0.23580 -0.02031 0.02936 0.55519 c7 | 0.59372 0.15734 0.35710 0.33542 0.38272 c8 | 0.09528 -0.05253 0.10793 0.73619 0.43454 c9 | 0.24042 0.03247 0.61978 0.10495 0.54600 c10 | 0.55858 0.25377 0.37648 0.18292 0.44839 c11 | 0.49978 0.14720 0.40549 0.14520 0.54305 c12 | 0.44777 0.39078 -0.05037 -0.06529 0.63999 c13 | 0.06883 0.50391 -0.17276 0.53615 0.42404 c14 | 0.11647 0.69522 0.18087 0.12765 0.45409 c15 | 0.48955 0.42033 -0.12453 0.08828 0.56035 c16 | 0.19463 0.67253 0.26383 -0.06953 0.43538 c17 | 0.26869 0.66476 0.19161 0.00109 0.44918 c18 | 0.40908 0.21245 -0.02752 0.22264 0.73719 c19 | -0.01272 0.23582 0.74615 -0.08772 0.37980 c20 | 0.36129 0.09025 0.50492 0.42818 0.42304