[R] factanal frustration!

[Prof Brian Ripley]

factanal() does not have an argument method="mle".

Trying to do factor analysis on 1000 columns is quite unrealistic, but you 
may find rescaling the matrix helps.

On Mon, 9 Jul 2007, Talbot Katz wrote:

> 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!
>
> --  TMK  --
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> 212-460-5430	home
>
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-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595