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Usage:
glsresids() is used by macro glsfactor() to do GLS factor extraction by
a nonlinear least squares method.
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Keywords:
factor analysis
glsresid(theta,0,vector(r),m) returns a length p^2 "residual vector"
computed from but not identical with dmat(p,1) - solve(r) %*% rhat,
where r is a REAL p by p correlation or variance-covariance matrix. m >
0 is an integer specifying the number of factors to extract.
When __USELOGSGLS, a LOGICAL scalar defined by glsfactor(), has value
False, argument theta is interpreted as psi, the length(p) REAL vector
of uniquenesses. When __USELOGSGLS is True, theta is interpreted as
log(psi). glsresid saves a copy of psi in variable _PSIGLS.
rhat = dmat(psi) + V, where V is the best rank m approximation to r -
dmat(psi) in a generalized least squares sense.
glsresids() is used by macro glsfactor() which does generalized least
squares (GLS) factor extraction.
Gary Oehlert
2003-01-15