Compute factor scoring coefficient matrix
The coefficient matrix is not cached.
- method‘bartlett’ or ‘regression’
Method to use for factor scoring. ‘regression’ can be abbreviated to reg
matrix s to compute factors f from a standardized endog ys.
f = ys dot s
The regression method follows the Stata definition. Method bartlett and regression are verified against Stats. Two unofficial methods, ‘ols’ and ‘gls’, produce similar factor scores but are not verified.