Conducting Exploratory Factor Analysis in Stata is relatively straight forward. Run the factor command, followed by the rotate command. There are also other post-estimation commands. For examples of running EFA in Stata, go here or here. Running a Confirmatory Factor Analysis in Stata is a little more complicated. A cfa module, which is maintained and updated by Stanislav Kolenikov, can be downloaded by running the following command in Stata:
The command syntax is:
The accompanying paper which contains the description of the commands and illustrative examples is here -> cfa-sj-kolenikov.
Stata Annotated Output: Factor Analysis. UCLA: Academic Technology Services, Statistical Consulting Group.
from http://www.ats.ucla.edu/stat/stata/output/fa_output.htm (accessed October 14, 2011).
John B. Willett, Conducting Exploratory Factor Analyses, in Selected Multivariate Data-Analytic Methods.
from http://isites.harvard.edu/fs/docs/icb.topic863573.files/Section_III/Section%20III_3/III_3a_1.do (accessed October 14, 2011).
Stanislav Kolenikov, Confirmatory factor analysis using cfa.
from http://web.missouri.edu/~kolenikovs/stata/cfa-sj-kolenikov.pdf (accessed October 14, 2011).