[R] factanal frustration!
topkatz at msn.com
Mon Jul 9 21:10:17 CEST 2007
It seems that nearly every time I try to use factanal I get the following
Error in factanal(mretdb1, factors = 2, method = "mle", control =
list(nstart = 25)) :
unable to optimize from these starting value(s)
In the case cited above, mretdb1 is synthetic data created from two factors,
that is, mretdb1 has dimensions 3050*1000, and each of the thousand columns
has the form
c[i]=a1[i]*f1 + a2[i]*f2 + a3[i]*fn[,i]
where a1, a2, a3 are each vectors of length 1000, f1 and f2 are vectors of
length 3050, and fn is a matrix of dimension 3050*1000, such that f1, f2,
and all the columns of fn are mutually uncorrelated. I wanted to see how
closely the factors returned by factanal are to the ones that generated the
data. But, as you can see, factanal hasn't cooperated!
I would greatly appreciate advice from factanal users, especially those who
have experienced the same error. Thanks!
-- TMK --
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