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Date:   Tue, 25 Oct 2005 11:06:15 -0400
Reply-To:   Peter Flom <flom@NDRI.ORG>
Sender:   "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:   Peter Flom <flom@NDRI.ORG>
Subject:   Re: Princincipal components analysis
Comments:   To: paige.miller@ITT.COM
Content-Type:   text/plain; charset=US-ASCII

>>> "paige.miller@itt.com" <paige.miller@ITT.COM> 10/25/2005 10:25:13 AM >>>

<<<< I cannot imagine how, on realistic data sets, SAS, MATLAB and R would differ in ACCURACY for PCA or factor analysis with rotations. These packages all have been written by professionals who know the proper way to write such code, and have been used extensively without a red warning flag being raised that there are problems in one package or another. I think you are wasting your time looking for differences. PRECISION, on the other hand, may be different between the packages, but do you really care if the packages differ in the 9th decimal place? >>>

I am not so sure about this; Paige may be absolutley right, but.....

Do all these packages use the same algorithms for doing all the background work behind a factor analysis and rotation?

Do they all have the same degree of numerical precision?

etc.

There could be differences without raising any red flags, because few people do their FA on two packages, and the results from many packages might be reasonable, but different one from the other.

Peter

Peter L. Flom, PhD Assistant Director, Statistics and Data Analysis Core Center for Drug Use and HIV Research National Development and Research Institutes 71 W. 23rd St http://cduhr.ndri.org www.peterflom.com New York, NY 10010 (212) 845-4485 (voice) (917) 438-0894 (fax)


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