[R] factor analysis - constraints

[peter dalgaard]

On Apr 19, 2011, at 13:58 , Robert Ruser wrote:

> Dear R Users,
> I'm wondering how is it possible to get |factor loadings| <1 in factor
> analysis model (factanal) performing maximum-likelihood estimation. Is
> it caused by some constraints? If so, what kind of constraints are
> placed and when (during the estimation or after)?
> 

factanal() works with the correlation matrix, so you cannot have a valid factor model otherwise. Non-negative uniquenesses (aka specific variances) are ensured by constraints in the estimation algorithm. You do not infrequently see cases where the uniqueness is being set to its limit of 0.005 (Heywood cases)



> Robert
> 
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-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com