goodfit(s,lhat,psihat), REAL symmetric matrix lhat REAL vector or matrix, psihat REAL vector, all with no MISSING values |

goodfit(r, L, psi), where r is a p by p symmetric correlation or variance-covariance matrix, L is a REAL p by m matrix of purported factor loadings, and psi is a length p REAL vector of factor analysis uniquenesses computes three measures of lack of fit of r to the factor analytic approximation rhat = L %*% L' + dmat(psi). If dev = vector(r - rhat) is the length p^2 vector of deviations of r from rhat, then goodfit() returns vector(max(abs(dev)), sum(dev^2), sum(abs(dev))) When L and psi have been computed by some factor analysis estimation method, and one or more of the elements of the result is large it may indicate lack of fit of r to the factor analytic model. These are intended to describe how bad the fit is, not to test it.

Gary Oehlert 2003-01-15