XploRe Help : factorlikehood

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	stats
See also:	factoranalysis varimax varimaxval factorrot

Quantlet:		factorlikehood
Description:		auxiliary quantlet for factoranalysis.xpl, which computes the likelihood function

Reference(s):

Johnson, R.A. and Wichern, D.W. (1999). Applied Multivariate Statistical Analysis. Prentice Hall.

Usage:	`like = faclikehood(x)`
Input:
	`x`	n x 1 vector or n x c matrix. Each column represents one vector of specifics.
Output:
	`like`	scalar or 1 x c vector as results of the likelihood function for the columns of x

Note:

Uses global variables globalQfactor and globalSnfactor from the quantlet factoranalysis.

Example:

library("nummath") library("xplore") library("stats") y=read("geopol") y=y[,2:11] b=factoranalysis(y,4,"MLM",10) PSI=b.specifics factorlikehood(log(PSI./(1-PSI)))

Result:

The minimized likelihood of the FA model

Contents of like
[1,]  0.41388

Author: M. Hanek 20021208 license MD*Tech