[Rd] Correction in help(factanal)

peter dalgaard pdalgd at gmail.com
Fri Nov 14 10:09:26 CET 2014


Right. (Well, I suppose that you could transpose x and Lambda, but then it would have to be  x = f Lambda + epsilon and all the dimensions would be wrong.)

I'll fix this in R-devel.

-pd

> On 14 Nov 2014, at 00:13 , John Maindonald <john.maindonald at anu.edu.au> wrote:
> 
> <<<
> Thus factor analysis is in essence a model for the correlation matrix of x,
> 
> Σ = Λ'Λ + Ψ
>>>> 
> 
> This should surely be Σ = ΛΛ' + Ψ
> 
> Also line 3 under “Details” says
> <<<
> for a p–element row-vector x, …
>>>> 
> 
> x is here surely a column vector, albeit the transpose of a row vector
> from the data matrix.
> 
> cf page 322 of “Modern Applied Statistics with S”, 4th edn.
> 
> John Maindonald             email: john.maindonald at anu.edu.au
> phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
> Centre for Mathematics & Its Applications, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
> 
> 
> ______________________________________________
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



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