Display reduced covariance matrix for the estimated factor analysis object.
Syntax
factor_name.reduced(options)
By default, the reduced covariance is computed by subtracting the final uniqueness estimates from the observed covariance matrix. You may use the “initial” option to evaluate the reduced matrix using the initial uniqueness estimates.
Options
initial | Display the reduced matrix computed using the initial uniqueness estimates. |
p | Print the matrix. |
Examples
factor f1.pf x1 x2 x3 x4 x5 x6 x7 x8
f1.reduced
estimates a factor analysis model applied to the series X1 to X8 and displays the final reduced matrix (using final uniqueness estimates).
f1.reduced(initial)
displays the reduced matrix with the initial uniquenesses on the diagonal.
Cross-references