From 12b00817442d691881d3565ebe51835cb6b11758 Mon Sep 17 00:00:00 2001 From: John Darrington Date: Sat, 26 Dec 2009 10:30:09 +0100 Subject: [PATCH] Added documentation for the FACTOR command --- doc/statistics.texi | 96 ++++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 95 insertions(+), 1 deletion(-) diff --git a/doc/statistics.texi b/doc/statistics.texi index 63e8f35a..cdc5fdf6 100644 --- a/doc/statistics.texi +++ b/doc/statistics.texi @@ -10,6 +10,7 @@ far. * EXAMINE:: Testing data for normality. * CORRELATIONS:: Correlation tables. * CROSSTABS:: Crosstabulation tables. +* FACTOR:: Factor analysis and Principal Components analysis * NPAR TESTS:: Nonparametric tests. * T-TEST:: Test hypotheses about means. * ONEWAY:: One way analysis of variance. @@ -341,7 +342,7 @@ values are excluded as well as system-missing values. This is the default. If LISTWISE is set, then the entire case is excluded from analysis -whenever any variable specified in the any @cmd{/VARIABLES} subcommand +whenever any variable specified in any @cmd{/VARIABLES} subcommand contains a missing value. If PAIRWISE is set, then a case is considered missing only if either of the values for the particular coefficient are missing. @@ -553,6 +554,99 @@ Approximate T of uncertainty coefficient is wrong. Fixes for any of these deficiencies would be welcomed. +@node FACTOR +@section FACTOR + +@vindex FACTOR +@cindex factor analysis +@cindex principal components analysis +@cindex principal axis factoring +@cindex data reduction + +@display +FACTOR VARIABLES=var_list + + [ /METHOD = @{CORRELATION, COVARIANCE@} ] + + [ /EXTRACTION=@{PC, PAF@}] + + [ /PRINT=[INITIAL] [EXTRACTION] [UNIVARIATE] [CORRELATION] [COVARIANCE] [DET] [SIG] [ALL] [DEFAULT] ] + + [ /PLOT=[EIGEN] ] + + [ /FORMAT=[SORT] [BLANK(@var{n})] [DEFAULT] ] + + [ /CRITERIA=[FACTORS(@var{n})] [MINEIGEN(@var{l})] [ITERATE(@var{m})] [ECONVERGE (@var{delta})] [DEFAULT] ] + + [ /MISSING=[@{LISTWISE, PAIRWISE@}] [@{INCLUDE, EXCLUDE@}] ] +@end display + +The FACTOR command performs Factor Analysis or Principal Axis Factoring on a dataset. It may be used to find +common factors in the data or for data reduction purposes. + +The VARIABLES subcommand is required. It lists the variables which are to partake in the analysis. + +The /EXTRACTION subcommand is used to specify the way in which factors (components) are extracted from the data. +If PC is specified, then Principal Components Analysis is used. If PAF is specified, then Principal Axis Factoring is +used. By default Principal Components Analysis will be used. + +The /METHOD subcommand should be used to determine whether the covariance matrix or the correlation matrix of the data is +to be analysed. By default, the correlation matrix is analysed. + +The /PRINT subcommand may be used to select which features of the analysis are reported: + +@itemize +@item UNIVARIATE + A table of mean values, standard deviations and total weights are printed. +@item INITIAL + Initial communalities and eigenvalues are printed. +@item EXTRACTION + Extracted communalities and eigenvalues are printed. +@item CORRELATION + The correlation matrix is printed. +@item COVARIANCE + The covariance matrix is printed. +@item DET + The determinant of the correlation or covariance matrix is printed. +@item SIG + The significance of the elements of correlation matrix is printed. +@item ALL + All of the above are printed. +@item DEFAULT + Identical to INITIAL and EXTRACTION. +@end itemize + +If /PLOT=EIGEN is given, then a ``Scree'' plot of the eigenvalues will be printed. This can be useful for visualising +which factors (components) should be retained. + +The /FORMAT subcommand determined how data are to be displayed in loading matrices. If SORT is specified, then the variables +are sorted in descending order of significance. If BLANK(@var{n}) is specified, then coefficients whose absolute value is less +than @var{n} will not be printed. If the keyword DEFAULT is given, or if no /FORMAT subcommand is given, then no sorting is +performed, and all coefficients will be printed. + +The /CRITERIA subcommand is used to specify how the number of extracted factors (components) are chosen. If FACTORS(@var{n}) is +specified, where @var{n} is an integer, then @var{n} factors will be extracted. Otherwise, the MINEIGEN setting will +be used. MINEIGEN(@var{l}) requests that all factors whose eigenvalues are greater than or equal to @var{l} are extracted. +The default value of @var{l} is 1. The ECONVERGE and ITERATE settings have effect only when iterative algorithms for factor +extraction (such as Principal Axis Factoring) are used. ECONVERGE(@var{delta}) specifies that iteration should cease when +the maximum absolute value of the communality estimate between one iteration and the previous is less than @var{delta}. The +default value of @var{delta} is 0.001. +The ITERATE(@var{m}) setting sets the maximum number of iterations to @var{m}. The default value of @var{m} is 25. + +The @cmd{MISSING} subcommand determines the handling of missing variables. +If INCLUDE is set, then user-missing values are included in the +calculations, but system-missing values are not. +If EXCLUDE is set, which is the default, user-missing +values are excluded as well as system-missing values. +This is the default. +If LISTWISE is set, then the entire case is excluded from analysis +whenever any variable specified in the @cmd{VARIABLES} subcommand +contains a missing value. +If PAIRWISE is set, then a case is considered missing only if either of the +values for the particular coefficient are missing. +The default is LISTWISE. + + @node NPAR TESTS @section NPAR TESTS -- 2.30.2