scores If TRUE find component scores missing if scores are TRUE and missingTRUE

Scores if true find component scores missing if

This preview shows page 284 - 285 out of 423 pages.

scores If TRUE, find component scores missing if scores are TRUE, and missing=TRUE, then impute missing values using either the median or the mean impute "median" or "mean" values are used to replace missing values oblique.scores If TRUE (default), then the component scores are based upon the structure ma- trix. If FALSE, upon the pattern matrix. method Which way of finding component scores should be used. The default is "regres- sion" weight If not NULL, a vector of length n.obs that contains weights for each observation. The NULL case is equivalent to all cases being weighted 1. use How to treat missing data, use="pairwise" is the default". See cor for other options. cor How to find the correlations: "cor" is Pearson", "cov" is covariance, "tet" is tetrachoric, "poly" is polychoric, "mixed" uses mixedCor for a mixture of tetra- chorics, polychorics, Pearsons, biserials, and polyserials, Yuleb is Yulebonett, Yuleq and YuleY are the obvious Yule coefficients as appropriate correct When doing tetrachoric, polycoric, or mixed cor, how should we treat empty cells. (See the discussion in the help for tetrachoric.) ... other parameters to pass to functions such as factor.scores or the various rotation functions. Details Useful for those cases where the correlation matrix is improper (perhaps because of SAPA tech- niques). There are a number of data reduction techniques including principal components analysis (PCA) and factor analysis (EFA). Both PC and FA attempt to approximate a given correlation or covariance matrix of rank n with matrix of lower rank (p). n R n n F kk F 0 n + U 2 where k is much less than n. For principal components, the item uniqueness is assumed to be zero and all elements of the correlation or covariance matrix are fitted. That is, n R n n F kk F 0 n The primary empirical difference between a components versus a factor model is the treatment of the variances for each item. Philosophically, components are weighted composites of observed variables while in the factor model, variables are weighted composites of the factors. As the number of items increases, the difference between the two models gets smaller. Factor loadings are the asymptotic component loadings as the number of items gets larger. For a n x n correlation matrix, the n principal components completely reproduce the correlation matrix. However, if just the first k principal components are extracted, this is the best k dimensional approximation of the matrix. It is important to recognize that rotated principal components are not principal components (the axes associated with the eigen value decomposition) but are merely components. To point this out, unrotated principal components are labelled as PCi, while rotated PCs are now labeled as RCi (for rotated components) and obliquely transformed components as TCi (for transformed components).
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  • Fall '19
  • Wind, Pearson product-moment correlation coefficient, Alpha, Snow

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