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).


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.


. 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.


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


Stas Kolenikov, kolenikovs at missouri.edu