-------------------------------------------------------------------------------
help for bollenstine                                     author: Stas Kolenikov
                                              also see: cfa, cfa postestimation
-------------------------------------------------------------------------------

Bollen-Stine bootstrap following confirmatory factor analysis

    bollenstine, reps(#) saving(filename) cfaoptions(...) bootstrap_options

bollenstine performs Bollen and Stine (1992) bootstrap following structural
equation models (confirmatory factor analysis) estimation.  The original data
are rotated to conform to the fitted structure.  By default, bollenstine
re-estimates the model with rotated data, and uses the estimates as starting
values in each bootstrap iterations. It also rejects samples where convergence
was not achieved (implemented through reject( e(converged) == 0) option
supplied to bootstrap).


Options

    reps(#) specifies the number of bootstrap replications.  The default is
        200.

    saving(filename) specifies the file where the simulation results (the
        parameter estimates and the fit statistics) are to be stored. The
        default is a temporary file that will be deleted as soon as
        bollenstine finishes.

    cfaoptions(...) allows to transfer options to cfa. Some bootstrap
        replications may result in samples in which iterative maximization
        never converges, so in order to speed up computations, it might make
        sense to limit the number of iterations, say with cfaoptions(
        iter(20) ).

    All non-standard model options, like unitvar or correlated, must be
        specified with bollenstine to produce correct results!

    All other options are assumed to be bootstrap_options and passed through
        to bootstrap.

Example

        . use http://web.missouri.edu/~kolenikovs/stata/hs-cfa.dta, clear
        . cfa (vis: x1 x2 x3) (text: x4 x5 x6) (math: x7 x8 x9), from(iv)
            corr(x7:x8)
        . set seed 10101
        . bollenstine, reps(200) cfaoptions( iter(20) corr( x7:x8 ) )


Also see

    Online: cfa, cfa postestimation, bootstrap.

References

    Bollen, K. and Stine, R. (1992) Bootstrapping Goodness of Fit Measures in
        Structural Equation Models. Sociological Methods and Research, 21,
        205--229.


Contact

Stas Kolenikov, kolenikovs at missouri.edu