[R] how to get residuals in factanal

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Jan 6 17:57:52 CET 2008


On Sun, 6 Jan 2008, Yijun Zhao wrote:

> In R factanal output, I can't find a function to give me residuals e.
>
> I mannually got it by using x -lamda1*f1 -lamda2*f2  - ... -lamdan*fn, but the e
> I got are not uncorrelated with all the f's.
>
> What did I do wrong? Please help.

What did you use for 'f'?  The factors ('scores') are latent quantities in 
factor analysis, and there is more than one way to predict them.  Most 
likely your assumption of uncorrelatedness is not correct for the 
residuals and scores as you computed them.

-- 
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




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