Cc: Jens Oehlschlägel; r-help@stat.math.ethz.ch
Subject: Re: [R] factanal AIC?
Dear R Developers:
What is the proper log(likelihood) for 'factanal'? I believe it should
be something like the following:
(-n/2)*(k*(log(2*pi)+1)+log(det(S)))
or without k*(log(2*pi)-1):
(-n/2
Daniel,
Thanks for answering.
your AIC is monotonic increasing
That was the reason I suspected something is wrong, but what?
Either the way I calculate the number of estimiated parameters?
Or the (scale of the) Likelihood itself?
Have you tried a dimensional reduction technique or to
Dear R Developers:
What is the proper log(likelihood) for 'factanal'? I believe it
should be something like the following:
(-n/2)*(k*(log(2*pi)+1)+log(det(S)))
or without k*(log(2*pi)-1):
(-n/2)*log(det(S)),
where n = the number of (multivariate) observations.
Dear list members,
Could any expert on factor analysis be so kind to explain how to calculate AIC
on the output of factanal. Do I calculate AIC wrong or is
factanal$criteria[objective] not a negative log-likelihood?
Best regards
Jens Oehlschlägel
The AIC calculated using summary.factanal