factor.residuals: R* = R- F F'
Description
The basic factor or principal components model is that a correlation or covariance matrix may be reproduced by the product of a factor loading matrix times its transpose. Find the residuals of the original minus the reproduced matrix. Used by factor.fit
, VSS
, ICLUST
, etc.Usage
factor.residuals(r, f)
Value
- rstar is the residual correlation matrix.
Details
R* = R - F'F is the basic factor equation.