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Factanal and MLE

To: s-news@wubios.wustl.edu
Subject: Factanal and MLE
From: Moshe Adrian <Moshe.Adrian@morganstanley.com>
Date: Wed, 23 Jul 2003 08:34:47 -0400
Organization: Morgan Stanley
Reply-to: Moshe.Adrian@morganstanley.com
Dear all,

When S-Plus performs factor analysis (maximum likelihood estimate), how
does it choose the factors?  The factors are not unique since you can
rotate the factors via an orthogonal matrix.  So, if solutions are not
unique, how does S-plus choose the solutions it spits out?

Sincerely,

Moshe


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