Re: [R] how to get residuals in factanal

From: Yijun Zhao <yijun2011_at_yahoo.com>
Date: Sun, 6 Jan 2008 11:04:01 -0800 (PST)


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

> 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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