Version info: Code for this page was tested in Stata 12.1.
Table 15.7, page 398.
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/pma5/depress, clear
factor c1-c20, factors(4) pcf
rotate, horst
Factor analysis/correlation Number of obs = 294
Method: principal-component factors Retained factors = 4
Rotation: orthogonal varimax (Kaiser on) Number of params = 74
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Factor | Variance Difference Proportion Cumulative
-------------+------------------------------------------------------------
Factor1 | 4.79557 2.41617 0.2398 0.2398
Factor2 | 2.37939 0.26749 0.1190 0.3587
Factor3 | 2.11191 0.56059 0.1056 0.4643
Factor4 | 1.55132 . 0.0776 0.5419
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LR test: independent vs. saturated: chi2(190) = 2280.28 Prob>chi2 = 0.0000
Rotated factor loadings (pattern matrix) and unique variances
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Variable | Factor1 Factor2 Factor3 Factor4 | Uniqueness
-------------+----------------------------------------+--------------
c1 | 0.6380 0.1452 0.2685 0.2797 | 0.4216
c2 | 0.7733 0.2957 0.2728 -0.0028 | 0.2402
c3 | 0.7259 0.0540 0.2750 0.0518 | 0.3918
c4 | 0.6298 -0.0618 0.1678 0.4307 | 0.3859
c5 | 0.7969 0.1720 0.1607 0.0164 | 0.3093
c6 | 0.6237 0.2335 -0.0178 0.0308 | 0.5552
c7 | 0.5916 0.1566 0.3597 0.3368 | 0.3827
c8 | 0.0923 -0.0510 0.1086 0.7366 | 0.4345
c9 | 0.2373 0.0330 0.6209 0.1055 | 0.5460
c10 | 0.5572 0.2528 0.3787 0.1840 | 0.4484
c11 | 0.4979 0.1464 0.4076 0.1463 | 0.5431
c12 | 0.4497 0.3889 -0.0490 -0.0648 | 0.6400
c13 | 0.0699 0.5045 -0.1733 0.5353 | 0.4240
c14 | 0.1178 0.6954 0.1801 0.1264 | 0.4541
c15 | 0.4914 0.4185 -0.1230 0.0889 | 0.5604
c16 | 0.1961 0.6721 0.2634 -0.0705 | 0.4354
c17 | 0.2703 0.6641 0.1916 0.0004 | 0.4492
c18 | 0.4093 0.2114 -0.0259 0.2234 | 0.7372
c19 | -0.0151 0.2371 0.7456 -0.0884 | 0.3798
c20 | 0.3579 0.0908 0.5065 0.4290 | 0.4230
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