Date: Fri, 1 Jun 2007 10:38:10 +0800
Reply-To: ronggui wong <ronggui.wong@gmail.com>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: ronggui wong <ronggui.wong@gmail.com>
Subject: Re: Anyone knows the exact algorithm of ULS factor analysis
In-Reply-To: <1761106546.20070524104638@terra.es>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed
Hi Marta,
Thanks for your help.
I think I am pretty sure the derivative is wrong.
in p5 of the document says "In terms of the derivatives, for ULS
Df/Dx_i = 2 x_i \sum {lambda_k omega_ik^2}
"
I believe it is Df/Dx_i = - 2 x_i \sum {lambda_k omega_ik^2}, it
seems that the spss document ignores a minus symbolic.
2007/5/24, Marta García-Granero <biostatistics@terra.es>:
> Hi Ronggui
>
> Although this is a bit out of my scope, here's my two cents:
>
> 1) Why are you trying to write your own code for something that SPSS
> does? BTW, what program are you using for that task?
> 2) Assuming you must do it, perhaps you should check the adequacy of
> the dataset you are using by running SPSS' FACTOR with the same
> dataset and then comparing the results with the ones you get.
> 3) Print every intermediate result you compute with your
> program, to see where things go wrong.
>
> I don't think the SPSS documentation is wrong, but, have you checked
> the other reference I recommended you?, you migh find extra
> information there.
>
> You wrote:
>
> rw> Thanks for your information. I have read the paper from SPSS's
> rw> website. I get the f(psi) (see page 5 of factor.pdf) correctly, but I
> rw> can not get the right derivatives.
>
> rw> what I code is like these:
>
> rw> mat <- R - diag(psi^2)
> rw> # diag(psi^2) means diagonal matrix with psi^2 as the diagonal elements.
> rw> E <- eigen(mat)$value
> rw> # the eigen value of length p from the biggest to the smallest.
> rw> L <- eigen(mat)$vectors
> rw> # matrix of p x p, each column is the corresponding eigenvectors.
> rw> E2 <- E[-(1:m)]
> rw> # vector of eigenvalue except the first m largest ones.
> rw> L2 <- L[, -(1:m)]
> rw> # matrix of (p-m) x p, corresponding to E2.
>
> rw> Df/Dx_i <- 2 * psi * (L^2 %*% E2)
> rw> # * means multiply, %*% means inner product. L^2 produce a new matrix
> rw> with elements in ith row and j column is quare of the corresponding
> rw> elements in L.
>
> rw> But the optimization fail due to the wrong derivative. I don't know
> rw> what is wrong. It is my codes or the document goes wrong?
>
> >> rw> I am trying to code the program myself, but I did not get the write gradient.
> >>
> >> rw> Anyone knows the exact algorithm of ULS factor analysis used by SPSS?
> >> rw> or any reference recommend?
> >>
> >> Have you tried to take a look at the SPSS documentation? It can be
> >> found in the Algorithms folder in the installation CD or here:
> >>
> >> http://support.spss.com/Student/Documentation/Algorithms/index.html
> >>
> >> (use Guest as user and password to login)
> >>
> >> Also, there is an excellent online book by Ledyard Tucker
> >> and Robert MacCallum at
> >>
> >> http://www.unc.edu/~rcm/book/factornew.htm
> >>
> >> Perhaps you can find more technical information there.
> >>
> >> --
> >> Regards,
> >> Dr. Marta García-Granero,PhD mailto:biostatistics@terra.es
> >> Statistician
> >>
> >>
> >>
> >>
> >> ---
> >> "It is unwise to use a statistical procedure whose use one does
> >> not understand. SPSS syntax guide cannot supply this knowledge, and it
> >> is certainly no substitute for the basic understanding of statistics
> >> and statistical thinking that is essential for the wise choice of
> >> methods and the correct interpretation of their results".
> >>
> >> (Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)
> >>
>
>
>
> --
> Regards,
> Dr. Marta García-Granero,PhD mailto:biostatistics@terra.es
> Statistician
>
> ---
> "It is unwise to use a statistical procedure whose use one does
> not understand. SPSS syntax guide cannot supply this knowledge, and it
> is certainly no substitute for the basic understanding of statistics
> and statistical thinking that is essential for the wise choice of
> methods and the correct interpretation of their results".
>
> (Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)
>
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