NAG Library Manual, Mark 28.7
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NAG CL Interface Introduction
Example description

nag_mv_factor_score (g03ccc) Example Program Results


Parameters to e04lbc
--------------------

Number of variables...........   6

optim_tol...............  1.00e-03    linesearch_tol..........  9.00e-01
step_max................  1.47e+01    max_iter................       500
print_level......... Nag_Soln_Iter    machine precision.......  1.11e-16
deriv_check.............     Nag_FALSE
outfile.................    stdout

Memory allocation:
state...................      User
hesl....................      User    hesd...................       User

Iterations performed = 0,   function evaluations = 1
Criterion =     2.999971e-02

             Variable    Standardized
                         Communalities
                1           0.4168
                2           0.4138
                3           0.3384
                4           0.5164
                5           0.5148
                6           0.4127

Iterations performed = 1,   function evaluations = 2
Criterion =     1.579256e-02

             Variable    Standardized
                         Communalities
                1           0.4929
                2           0.4050
                3           0.3664
                4           0.6586
                5           0.6077
                6           0.3580

Iterations performed = 2,   function evaluations = 3
Criterion =     1.099067e-02

             Variable    Standardized
                         Communalities
                1           0.4896
                2           0.4059
                3           0.3566
                4           0.6277
                5           0.5760
                6           0.3700

Iterations performed = 3,   function evaluations = 4
Criterion =     1.086731e-02

             Variable    Standardized
                         Communalities
                1           0.4898
                2           0.4059
                3           0.3563
                4           0.6228
                5           0.5688
                6           0.3717

Iterations performed = 4,   function evaluations = 5
Criterion =     1.086720e-02

             Variable    Standardized
                         Communalities
                1           0.4898
                2           0.4059
                3           0.3563
                4           0.6226
                5           0.5686
                6           0.3718

Loadings, Communalities and PSI

     0.553    -0.429   0.490   0.510
     0.568    -0.288   0.406   0.594
     0.392    -0.450   0.356   0.644
     0.740     0.273   0.623   0.377
     0.724     0.211   0.569   0.431
     0.595     0.132   0.372   0.628

Factor score coefficients

     0.193    -0.392
     0.170    -0.226
     0.109    -0.326
     0.349     0.337
     0.299     0.229
     0.169     0.098