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FAiR (version 0.2-0)

Factanal: Estimate Common Factor Analysis Models

Description

This function estimates models for semi-exploratory factor analysis (SEFA), exploratory factor analysis (EFA), and confirmatory factor analysis (CFA) using a genetic algorithm.

Usage

Factanal(x, factors, data = NULL, covmat = NULL, n.obs = NA, subset, 
na.action, scores = "none", seeds = 12345, lower = sqrt(.Machine$double.eps), 
model = c("SEFA", "EFA", "CFA"), method = c("MLE", "YWLS"), 
restrictions, fixed, criteria = NULL, robust.covmat = FALSE, ...)

Arguments

x
A formula or a numeric matrix or an object that can be coerced to a numeric matrix. This argument is required if covmat = NULL or if robust.covmat = TRUE and is always recommended if the raw data are available.
factors
The number (>0) of factors to be fitted, which differs from the argument in factanal in that factors can be a numeric vector of length two to indicate the number of factors to ext
data
An optional data frame (or similar: see model.frame), used only if x is a formula. By default the variables are taken from environment(formula).
covmat
A covariance matrix, or a covariance list as returned by cov.wt or similar. If the covariance matrix is really a correlation matrix, it is not (yet) possible to (accurately) calculate some measu
n.obs
The number of observations, used if covmat is a covariance matrix. It is possible to obtain point estimates without knowing the number of observations, but it is not possible to calculate measures of uncertainty.
subset
A specification of the cases to be used, if x is a matrix or formula.
na.action
The na.action to be used if x is used as a formula.
scores
Type of scores to produce, if any. The default is "none". Other valid choices (which can be abbreviated) are "regression", "Bartlett", "Thurstone", "Ledermann", "Anders
seeds
A vector of length one or two to be used as the random number generator seeds corresponding to the unif.seed and int.seed arguments to genoud respectively. If
lower
A lower bound. In exploratory factor analysis using the fitting function in factanal, this argument corresponds to the 'lower' element of the list specified for control
model
A character string indicating "SEFA", "EFA", or "CFA" to indicate whether a semi-exploratory, an exploratory, or a confirmatory factor analysis model should be estimated. Defaults to "SEFA".
method
A character string indicating "MLE" or "YWLS" to indicate how the model should be estimated. Defaults to "MLE". The "YWLS" option uses Yates' (1987) weighted-least squares criterion as opposed to most of the weighted-least squa
restrictions
An optional object of class "restrictions". It is almost always best to leave this argument unspecified to allow Factanal to prompt for restrictions with its pop-up menus. This argument is primarily intended f
fixed
An optional matrix or list of two matrices that specifies the values of certain coefficients, which would be utilized most often in confirmatory factor analysis and is inappropriate for exploratory factor analysis. However,
criteria
An optional list whose elements should be functions or character strings that name functions to be used as criteria during the lexical optimization when model != "EFA". It is almost always best to leave this a
robust.covmat
A logical indicating whether a minimum covariance determinant estimator of the sample covariance matrix should be used. If TRUE, this option requires that either robustbase or MASS be installed; see
...
Further arguments that are passed to genoud. Note that several of the default arguments to genoud are silently overridden by Fact

Value

  • An object of formal S4 class "FA", or in the case of two-level models an object of formal S4 class "FA.general" or "FA.2ndorder".

Warning

Yates' (1987 p.229) weighted least squares criterion has never received much scrutiny. The criterion (but not Yates' algorithm) is included in FAiR so that it can be fully evaluated. However, it is not scale invariant, it does not lend itself to calculating standard errors or test statistics, and in limited testing seems prone to finding a solution that is geared more toward minimizing the weights than minimizing the squared residuals.

Details

SEFA, EFA, and CFA models all estimate the same population model but impose different restrictions on the model. If restrictions is unspecified, Factanal will create an object that inherits from class "restrictions" based on the responses the user gives to the pop-up menus. The vignette provides a step-by-step guide to navigating the pop-up menus; execute vignette("FAiR") to read it. Factanal will then impose different restrictions on the model, depending on the inherited class of this object.

The CFA model is perhaps the most straightforward in the sense that the user specifies that certain coefficients are pegged to particular values, and Factanal estimates the values of the free parameters. These restrictions can be specified via the fixed argument or left unspecified in which case Factanal will prompt you to specify the restrictions via a pop-up menu. Factanal relies on the theorem in Howe (1955) to overcome rotational indeterminancy. Namely, the factors are scaled to have unit variance and at least $factors - 1$ coefficients per factor are pegged to zero such that a technical rank condition is satisfied. This mechanism for eliminating rotational indeterminancy is somewhat more limited than the options that are available in some other software packages for factor analysis but easily generalizes to SEFA models.

A SEFA model differs from a CFA model in that the analyst specifies how many coefficients per factor take the value of zero, and the algorithm estimates the locations of these zeros along with the values of the corresponding free coefficients. It is also possible to estimate a mixed SEFA model where some coefficients are fixed to zero (or another number) a priori and the locations of the remaining zeros are estimated. A SEFA model requires that the Howe (1955) theorem be satisfied and at least one additional restriction is imposed. SEFA models are new to the literature and more information about them can be found in Goodrich (2008).

A EFA model specifies an arbitrary set of restrictions that are minimally necessary to extract factors and then a transformation of the factors should be obtained using Rotate. By default, the fitting function used by Factanal to estimate a EFA model is the same as that used in factanal. However, there is an alternative choice that estimates a EFA model via a CFA algorithm with the upper triangle of the coefficient matrix filled with zeros. The results, when method = "MLE" should be the same --- up to a transformation of the factors --- but in practice can differ if there are optimization failures. The default algorithm is considered more reliable at this point, but the alternative algorithm must be used if method = "YWLS". Which of these two algorithms is used depends on the class of restrictions, which in the usual case that it is unspecified will result in a pop-up menu asking which algorithm to use.

It is not necessary to provide starting values for the parameters, since there are methods for that purpose. See S4GenericsFAiR. But a matrix of starting values can be passed to through the dots to genoud. This matrix should have rows equal to the pop.size argument in genoud and columns equal to the number of free free parameters in the model, which corresponds to the nvars argument in genoud. The order of the parameters / columns proceeds from the top of the model to the bottom as follows. First come the cells that comprise the upper triangle of the factor intercorrelation matrix at level two (if there is more than one second-order factor). Next come the free cells of the coefficient matrix at level two in row-major order. Then come the free cells that comprise the upper triange of the factor intercorrelation matrix at level one (if a second-order model is not estimated). Next come the free cells of the coefficient matrix at level one in row-major order. Finally come the diagonal cells of the uniqueness matrix. Note that a parameter is free unless it is fixed a priori, which is to say that in SEFA models coefficients are considered free even if there is a possibility that the algorithm will bind them to zero at the optimum, rendering them not free for the purpose of counting degrees of freedom.

References

Barthlomew, D. J. and Knott, M. (1990) Latent Variable Analysis and Factor Analysis. Second Edition, Arnold.

Beauducel, A. (2007) In spite of indeterminancy, many common factor score estimates yield an identical reproduced covariance matrix. Psychometrika, 72, 437--441.

Goodrich, B. (2008) SEFAiR So Far. Unpublished manuscript linked at http://wiki.r-project.org/rwiki/doku.php?id=packages:cran:fair#to_paper_s_about_the_ideas_in_fair.

Smith, G. A. and Stanley G. (1983) Clocking $g$: relating intelligence and measures of timed performance. Intelligence, 7, 353--368.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

Yates, A. (1987) Multivariate Exploratory Data Analysis: A Perspective on Exploratory Factor Analysis. State University of New York Press.

See Also

Rotate and factanal

Examples

Run this code
## Example from Venables and Ripley (2002, p. 323)
## Previously from Bartholomew and Knott  (1999, p. 68--72)
## Originally from Smith and Stanley (1983)

data(ability.cov)
print(ability.cov)

if(TRUE){ # NOTE: One would usually not bother with this block. It just makes the
          # example go quickly and without user intervention on the pop-up menus.
starts1 <- c(0.4551693481819578, 
             0.5893203083906567, 
             0.2182044732474321, 
             0.7694294930481663,
             0.0526383747875095, 
             0.3334323600411430)
starts1 <- matrix(starts1, nrow = 1)

example1 <- new("restrictions.factanal", factors = 2L, nvars = 6L,
                Domains = cbind(sqrt(.Machine$double.eps), rep(1, 6)),
                model = "EFA", method = "MLE", dof = 4L, fast = FALSE)
}

# 'restrictions' and 'starting.values' would typically be left unspecified!
efa <- Factanal(covmat = ability.cov, factors = 2, model = "EFA",
                restrictions = example1, starting.values = starts1)
show(efa)
summary(efa)

# 'criteria' would typically be left unspecified!
efa.rotated <- Rotate(efa, criteria = list("phi"))
summary(efa.rotated)

if(TRUE){ # NOTE: One would usually not bother with this block. It just makes the
          # example go quickly and without user intervention on the pop-up menus.
starts2 <- c(4.46294498156615e-01,
             4.67036349420035e-01,
             6.42220238211291e-01,
             8.88564379236454e-01,
             4.77779639176941e-01,
            -7.13405536379741e-02,
            -9.47782525342137e-08,
             4.04993872375487e-01,
            -1.04604290549591e-08,
            -9.44950629176182e-03,
             2.63078925240678e-04,
             9.38038168787216e-01,
             8.43618801925473e-01,
             4.49024212016027e-01,
             5.87550265675745e-01,
             2.17850254355888e-01,
             7.71724777627142e-01,
             1.20084009542348e-01,
             2.88308011310065e-01)

starts2 <- matrix(starts2, nrow = 1)

Domains <- cbind(-1, 1)
Domains <- rbind(Domains, cbind(-1.5, rep(1.5, 12)))
Domains <- rbind(Domains, cbind(0, rep(1, 6)))
fixed   <- matrix(NA_real_, nrow = 6, ncol = 2)
fix_beta_args <- as.list(formals(FAiR:::FAiR_fix_coefficients))
fix_beta_args$zeros <- c(2,2)
beta_select <- c(FALSE, rep(TRUE, length(fixed)), rep(FALSE, nrow(fixed)))
beta_list <- list(beta = fixed, free = c(is.na(fixed)),
                  num_free = length(fixed), select = beta_select,
                  fix_beta_args = fix_beta_args)
Theta2_list <- list(Theta2 = diag(nrow(fixed)), 
                    select = c(rep(FALSE, length(fixed) + 1),
                               rep(TRUE, nrow(fixed))))
Phi <- diag(c(0.5, 0.5))
example2 <- new("restrictions.1storder", factors = c(2L, 0L),
                Domains = Domains, nvars = nrow(Domains), 
                model = "SEFA", method = "MLE", dof = 6L,
                Phi = Phi, beta = beta_list, Theta2 = Theta2_list,
                criteria = list(llik = FAiR:::FAiR_criterion_llik))
}

# 'restrictions' and 'starting.values' would typically be left unspecified!
sefa <- Factanal(covmat = ability.cov, factors = 2, model = "SEFA",
                 restrictions = example2, starting.values = starts2)
show(sefa)
summary(sefa)

stuff <- list() # output list for various methods, also works on efa and efa.rotated
stuff$model.matrix <- model.matrix(sefa) # sample correlation matrix
stuff$fitted <- fitted(sefa) # reproduced correlation with communalities on diagonal
stuff$residuals <- residuals(sefa) # difference between model.matrix and fitted
stuff$rstandard <- rstandard(sefa) # residual matrix rescaled to a correlation matrix
stuff$weights <- weights(sefa) # (scaled) approximate weights for residuals
stuff$influence <- influence(sefa) # weights * residuals
stuff$logLik <- logLik(sefa) # log-likelihood
stuff$BIC <- BIC(sefa) # BIC
stuff$profile <- profile(sefa) # profile plots of non-free parameters
plot(sefa)  # advanced Scree plot
pairs(sefa) # Thurstone-style plot

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