help for factortest                                          Joao Pedro Azevedo

Calculate specification tests before factor or pca

factortest [varlist] [if exp] [in range]


factortest performs the Bartlett's test for sphericity and the Kaiser-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.


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Box,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.


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


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

Also see

Manual: [R] factor [R] pca [R] alpha Online: help for factor; pca; alpha