I am not an expert in multivariate analysis, son I need your help. I have many covariance matrices related to the items of a score. I have information from many populations. I estimated the eigenvalues for the score in each population using Exploratory Factor Analysis , but I want to test these differences. I have read some ideas from other fields and I know what there are many test to compare matrices, but what I just want to know if the differences obtained in the eigenvalues (and finally in the factorial structure) are significative or not. If It could be run in STATA, It will be great! Thanks...
Could you give some more explanations about what and how do you want to test?
Yes. I have an score of depression which was applied to different populations. I am studying the factorial structure of this score. I just want to compare the eigenvalues obtained from the score (using Exploratory Factor Analysis) in native population with the one obtained from no-native population.
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