I am very new to factor analysis as well as R. I am trying to run a factor
analysis on the residual returns on common stock (residual to some model) and
trying to determine if there are any strong factors remaining. After running
factanal, I can obtain the factor loadings but how do I get the values of the
factor returns themselves? In other words if the relationship is
r = lambda * f
I prrovide r, factanal estimates the lambdas (factor loadings). But how do I
get the
f values? Am I looking at this too much from a multivariate regression angle?
Thanks
---------------------------------
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
