------------------------------------------------------------------------------- help forfactortestJoao Pedro Azevedo -------------------------------------------------------------------------------

Calculate specification tests beforefactororpca

factortest[varlist] [ifexp] [inrange]

Description

factortestperforms theBartlett's test for sphericityand theKaiser-Meyer-Olkin Measure of Sampling Adequacy. Both tests should be used prior to a factor or a principal component analysis.

Technical details

Determinant of the matrix of correlation: This determinant will equal 1.0 only if all correlations equal 0, otherwise the determinant will be less than 1.

Bartlett's test for sphericity: Calculates the determinant of the matrix of the sums of products and cross-products (S) from which the intercorrelations matrix is derived. The determinant of the matrix S is converted to a chi-square statistic and tested for significance. The null hypothesis is that the intercorrelation matrix comes from a population in which the variables are noncollinear (i.e. an identity matrix), and that the non-zero correlations in the sample matrix are due to sampling error.Kaiser-Meyer-Olkin Measure of Sampling Adequacy: is an index for comparing the magnitudes of the observed correlation coefficients to the magnitudes of the partial correlation coefficients. Large values for the KMO measure indicate that a factor analysis of the variables is a good idea. 90 or above, excelent 80 or above, meritorious 70 or above, middling 60 or above, mediocre 50 or above, miserable; and below .50, unacceptable.

Examples

. factortest price mpg rep78 rep77 hdroom rseat trunk

ReferencesBox,G.E.P.(1949) "A general distribution theory for a class of likelihood criteria."

Biometrica, 36: 317-346.Cureton, E.E., & D'Agostino, R.B. (1983). Factor analysis: An applied approach. Hillsdale, NJ: Erlbaum.

AuthorsJoao Pedro Azevedo, IPEA, Brazil jazevedo@ipea.gov.br

AknowledgementsI would like to thank May M. Boggess for her help and Roberto De Miguel for his suggestions.

Also seeManual:

[R] factor[R] pca[R] alphaOnline: help for factor; pca; alpha