On Fri, 27 Jan 2006, Krish Krishnan wrote: > 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?
Please consult the help page. The model has an error term. I don't know what you mean by 'r': are these correlations or 'x'? I think you are asking for the scores, which factanal optionally provides. It is not clear from your description if PCA would not be more appropriate. -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ [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
