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Isma
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factoran() vs EM Algorithm FA = fa() : Understanding the difference on carbig.mat in ...toolbox​\stats\sta​tsdemos

Asked by Isma
on 23 Jul 2015
Latest activity Edited by Isma
on 25 Jul 2015
Hi,
Could someone explain me the difference between Matlab built-in
factoran(x,k)
vs user-defined
EM algorithm fa(x,k)
-------------------------------?? ( code )
load carbig;
X = [Acceleration Displacement Horsepower MPG Weight];
X = X(all(~isnan(X),2),:);
lambda= factoran(X, 2)
and
lambda2=fa(X,2) % from <http://www.mathworks.com/matlabcentral/fileexchange/28906-factor-analysis>
Specically I'd like to know why
factoran
outputs a (5*2) matrix of loadings with
size(X,1) = 120
whereas:
EM algorithm fa
outputs a (120*2) matrix of loadings matching my expectations, to the extent that for each data/variable i end up with a sensitivity of the factors.
Best,

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1 Answer

Answer by Tom Lane
on 24 Jul 2015
 Accepted Answer

It sounds like you want the fifth output of factoran rather than the first.

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That's what i've realized ex-post . it sounds like the EM algo outputs the factor 'scores' (not the factor loadings), matching more or less the 5th output of factoran. cheers.

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