principalAxis {nFactors}

Principal Axis Analysis

Description

The PrincipalAxis function returns a principal axis analysis without iterated communalities estimates. Three different choices of communalities estimates are given: maximum corelation, multiple correlation or estimates based on the sum of the squared principal component analysis loadings. Generally statistical packages initialize the the communalities at the multiple correlation value (usual inverse or generalized inverse). Unfortunately, this strategy cannot deal with singular correlation or covariance matrices. If a generalized inverse, the maximum correlation or the estimated communalities based on the sum of loading are used instead, then a solution can be computed.

Usage

principalAxis(R, nFactors = 2, communalities = "component")

Arguments

R

numeric: correlation or covariance matrix

nFactors

numeric: number of factors to retain

communalities

character: initial values for communalities ("component", "maxr", "ginv" or "multiple")

Value

values

numeric: variance of each component/factor

varExplained

numeric: variance explained by each component/factor

varExplained

numeric: cumulative variance explained by each component/factor

loadings

numeric: loadings of each variable on each component/factor

Author(s)

Gilles Raiche
Centre sur les Applications des Modeles de Reponses aux Items (CAMRI)
Universite du Quebec a Montreal
[e-mail]

References

Kim, J.-O. and Mueller, C. W. (1978). Introduction to factor analysis. What it is and how to do it. Beverly Hills, CA: Sage.

Kim, J.-O. and Mueller, C. W. (1987). Factor analysis. Statistical methods and practical issues. Beverly Hills, CA: Sage.

See Also

componentAxis, iterativePrincipalAxis, rRecovery

Examples

# .......................................................
# Example from Kim and Mueller (1978, p. 10)
# Population: upper diagonal
# Simulated sample: lower diagnonal
 R <- matrix(c( 1.000, .6008, .4984, .1920, .1959, .3466,
                .5600, 1.000, .4749, .2196, .1912, .2979,
                .4800, .4200, 1.000, .2079, .2010, .2445,
                .2240, .1960, .1680, 1.000, .4334, .3197,
                .1920, .1680, .1440, .4200, 1.000, .4207,
                .1600, .1400, .1200, .3500, .3000, 1.000),
                nrow=6, byrow=TRUE)

# Factor analysis: Principal axis factoring
# without iterated communalities -
# Kim and Mueller (1978, p. 21)
# Replace upper diagonal with lower diagonal
 RU <- diagReplace(R, upper=TRUE)
 principalAxis(RU, nFactors=2, communalities="component")
 principalAxis(RU, nFactors=2, communalities="maxr")
 principalAxis(RU, nFactors=2, communalities="multiple")
# Replace lower diagonal with upper diagonal
 RL <- diagReplace(R, upper=FALSE)
 principalAxis(RL, nFactors=2, communalities="component")
 principalAxis(RL, nFactors=2, communalities="maxr")
 principalAxis(RL, nFactors=2, communalities="multiple")
# .......................................................