FactorAnalysis.VarianceEstimationMethod Property

FactorAnalysisVarianceEstimationMethod Property

The variance estimation method.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public int VarianceEstimationMethod { get; set; }

Public Property VarianceEstimationMethod As Integer
	Get
	Set

public:
property int VarianceEstimationMethod {
	int get ();
	void set (int value);
}

member VarianceEstimationMethod : int with get, set

Type: Int32
An int used to designate the method to be applied for obtaining the initial estimates of the unique variances.

Remarks

By default, VarianceEstimationMethod is set to 1.

init	Method
0	Initial estimates are taken as the constant 1-nfactors/(2*nvar) divided by the diagonal elements of the inverse of input matrix cov.
1	Initial estimates are input by the user in vector uniq.

Note that when the factor loading estimation method is PrincipalComponent, the initial estimates in uniq are reset to 0.0.