ulsresids() is used by macro ulsfactor() to do ULS factor extraction by a nonlinear least squares method. |

ulsresid(theta,0,vector(r),m) returns the residual matrix r - rhat as a vector of length p^2, 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. rhat = dmat(psi) + V, where V is the best rank m approximation to r - dmat(psi) in the least squares sense. ulsresids() is used by macro ulsfactor() to do unweighted least squares (ULS) factor extraction. When __USELOGSULS, a LOGICAL scalar defined by ulsfactor(), has value False, argument theta is interpreted as psi, the length(p) REAL vector of uniquenesses. When __USELOGSULS is True, theta is interpreted as log(psi). ulsresids() saves a copy of psi in variable _PSIULS.

Gary Oehlert 2003-01-15