Help System (web edition)

FACTA <correlation_matrix>,<number_of_factors>,L
computes the factor matrix according to the maximum likelihood (ML)
principle. The algorithm presented by K.G.Jöreskog is employed.
(See e.g. Chapter 7 in 'Statistical Methods for Digital Computers',
Volume III, edited by Enslein, Ralston and Wilf, Wiley 1977.)
Other estimation principles can be selected by
  METHOD=ULS  (Unweighted Least Squares, corresponding to the Minres
               method of Harman or the MATRUN PFACT routine),
  METHOD=GLS  (Generalized Least Squares).
Thus, the default is
  METHOD=ML   (Maximum likelihood).

Appropriate statistics for testing the number of factors can be obtained
by giving the specification N=<number of observations>.
The results will be displayed from the (optional) line L onwards.
The factor matrix is saved in the matrix file FACT.M .

  M = More information on multivariate methods 
  S = More information on statistical analysis