Re: [R] how to get residuals in factanal

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sun, 6 Jan 2008 16:57:52 +0000 (GMT)

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,                  ripley_at_stats.ox.ac.uk
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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Received on Sun 06 Jan 2008 - 17:03:19 GMT

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