[R] starting values for uniquenesses in factanal()

[Prof Brian Ripley]

On Fri, 9 Feb 2001, Barry Cooke wrote:

> Dear R-help,
>
> Using R 1.2.1 on Windows98 to run a factor analysis on a 64x150 matrix of
> data generated from a simulation model, factanal() reported that it failed

(I hope that's a typo.  You have 64 observations on 150 variables?
Then you have a singular sample correlation matrix. Factor analysis cannot
be appropriate, since a Heywood case is needed to get a singular matrix.)

> to find a solution.  Looking at the factanal code, I see the immediate
> condition that triggered the result:
>
> if (best == Inf)
>         stop("Unable to optimize from these starting value(s)")
>
> So I am sure factanal() is giving the intended result.  What I want to know
> is what sort of data properties lead to this result, and how does one go
> about choosing starting uniqueness values so that a (good) result can be
> computed?  The factanal() help, in describing parameter "start", says it is:
>
> NULL or a matrix of starting values, each column giving an initial set of
> uniquenesses.
>
> But (due to my own ignorance) this is a little sketchy.  Any references or
> advice is appreciated.

> I realize this is not strictly an R-question ... so far.  But because I did
> not encounter the same problem using Minitab's factor analysis,

Use Minitab's uniquenesses as the starting values: just give them as a
vector as the start argument.

> I am curious
> as to the reason for the different behaviour (and this is an R question).
> Maybe the response I got from R's factanal() is actually more appropriate?
> Is this another case of commercial software giving me an answer I want, even
> if it's not a good one?  (I would prefer to use only R for the paper I am
> writing.)  Any comments appreciated.  To spare bandwidth I don't post the
> data here, but I can send it privately.

I don't know about Minitab, but I do know that most commercial statistical
packages will happily quote non-optimal answers, and indeed have default
methods that are statistically suspect.

If your first para is correct, this is a case in point.

-- 
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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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