[Rd] Correction in help(factanal)

peter dalgaard pdalgd at gmail.com
Fri Nov 14 11:55:43 CET 2014


Done. Actually, I just dropped the row-vector bit. Doesn't seem necessary and the "column vectors stored as matrix rows" issue is (a) well-known and (b) generic to multivariate methods. 

> On 14 Nov 2014, at 10:09 , peter dalgaard <pdalgd at gmail.com> wrote:
> 
> 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.
>> 
>> 
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
> 
> -- 
> 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
> 
> 
> 
> 
> 
> 
> 
> 

-- 
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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