On Sun, 6 Jan 2008, Yijun Zhao wrote:
p.s. I tried to use both "regression" and "Bartlett" way to get the scores. In
both
cases, the scores are uncorrelated, but the errors are NOT uncorrelated to the
scores,
and are also NOT uncorrelated among themselves.
What am I missing? factanal() are supposed to give independent errors vectors,
so at
least should be uncorrelated among themselves.
Supposed by whom? You are confusing 'error' and 'residual': the residuals
from a regression are not uncorrelated.
Thank you in advance for the help.
Yijun
--- Yijun Zhao <[EMAIL PROTECTED]> wrote:
The factanal was called with 'varimax' rotation. The factors scores are
uncorrelated.
But
the residuals I got by using
X - sum(loadings*factors-scores) is not uncorrelated to the factor scores.
I thought the residuals should be independent to the factor scores as ?factanal
says:
======================================
The factor analysis model is
x = Lambda f + e
for a p¨Celement row-vector x, a p x k matrix of loadings, a k¨Celement vector
of
scores
and a p¨Celement vector of errors. None of the components other than x is
observed, but
the major restriction is that the scores be uncorrelated and of unit variance,
and that
the errors be independent with variances Phi, the uniquenesses.
===============================================
Thank you.
Yijun
--- Prof Brian Ripley <[EMAIL PROTECTED]> wrote:
On Sun, 6 Jan 2008, Yijun Zhao wrote:
In R factanal output, I can't find a function to give me residuals e.
I mannually got it by using x -lamda1*f1 -lamda2*f2 - ... -lamdan*fn, but the e
I got are not uncorrelated with all the f's.
What did I do wrong? Please help.
What did you use for 'f'? The factors ('scores') are latent quantities in
factor analysis, and there is more than one way to predict them. Most
likely your assumption of uncorrelatedness is not correct for the
residuals and scores as you computed them.
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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