[R] Factor Analysis in MASS4

[John Fox]

Dear Kevin,

At 10:03 PM 8/30/2002 +1200, Ko-Kang Kevin Wang wrote:
>I see.
>
>Just out of interest, is it possible to do a regresion analysis on the
>factors obtained from the factor analysis?

Dear Kevin,

Factor scores are variables, so, as a mechanical matter, you can use them 
in a subsequent analysis. (You won't get factor scores if you start with a 
covariance matrix, as opposed to a data matrix.) Factor scores can have 
large measurement-error components, however, which causes problems if you 
use them as explanatory variables in a regression.

If your goal is to do a regression using the factors, and you can specify 
in advance which variables load on which factors, you might consider 
estimating the factor loadings and regression coefficients simultaneously, 
e.g., with the sem (structural-equation model) function in the sem package.

John
-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-----------------------------------------------------

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