Ex. 5.4 Everitt: Apply the factor analysis model separately to the life expectancies of men and women and compare the results
Here some code and output
library(data.table)
life <- fread('http://people.stat.sc.edu/Hitchcock/lifeex.txt')
life_M <- life[,c(1,2,3,4,5)]
life_W <- life[,c(1,6,7,8,9)]
factanal(x=life[,-1],factors =3) for#for both groups
The data is about life expectancies for different countries by age and gender.
Output for men group
Call:
factanal(x = life_M[, -1], factors = 1)
Uniquenesses:
m0 m25 m50 m75
0.594 0.552 0.005 0.434
Loadings:
Factor1
m0 0.638
m25 0.669
m50 0.998
m75 0.752
Factor1
SS loadings 2.415
Proportion Var 0.604
Test of the hypothesis that 1 factor is sufficient.
The chi square statistic is 14.45 on 2 degrees of freedom.
The p-value is 0.000728
Output for women group
Call:
factanal(x = life_W[, -1], factors = 1)
Uniquenesses:
w0 w25 w50 w75
0.220 0.005 0.115 0.526
Loadings:
Factor1
w0 0.883
w25 0.998
w50 0.941
w75 0.689
Factor1
SS loadings 3.134
Proportion Var 0.784
Test of the hypothesis that 1 factor is sufficient.
The chi square statistic is 52.15 on 2 degrees of freedom.
The p-value is 4.74e-12
Some points that I noticed:
(1) I can't use more than 1 factor for 4 variables with factanal and don't know why.
(2) In both cases the chi-square test says that 1 factor is not enough, but I can't use more than 1 based in (1).
(3) For the men group one factor explains 60.4% of variance structure and in women group 78.4%. In this case what I think is that one factor is sufficient for women group but not so good for men.
(4) For both group together 3 factors explain 88.9% of variance, what makes me think: What is the advantage of split the groups?
(5) Should not the number of factors be chosen based on the ratio of explained variance and the interpretability of the factors?