[R] factanal frustration!

[Talbot Katz]

Hi.

It seems that nearly every time I try to use factanal I get the following 
response:

>faa2db1<-factanal(mretdb1,factors=2,method="mle",control=list(nstart=25))
Error in factanal(mretdb1, factors = 2, method = "mle", control = 
list(nstart = 25)) :
        unable to optimize from these starting value(s)
>

In the case cited above, mretdb1 is synthetic data created from two factors, 
that is, mretdb1 has dimensions 3050*1000, and each of the thousand columns 
has the form
c[i]=a1[i]*f1 + a2[i]*f2 + a3[i]*fn[,i]
where a1, a2, a3 are each vectors of length 1000, f1 and f2 are vectors of 
length 3050, and fn is a matrix of dimension 3050*1000, such that f1, f2, 
and all the columns of fn are mutually uncorrelated.  I wanted to see how 
closely the factors returned by factanal are to the ones that generated the 
data.  But, as you can see, factanal hasn't cooperated!

I would greatly appreciate advice from factanal users, especially those who 
have experienced the same error.  Thanks!

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