"print_psych.fa" <- function(x,digits=2,all=FALSE,cut=NULL,sort=FALSE,suppress.warnings=TRUE,...) { if(!is.matrix(x) && !is.null(x$fa) && is.list(x$fa)) x <-x$fa #handles the output from fa.poly if(!is.null(x$fn) ) {if(x$fn == "principal") {cat("Principal Components Analysis") } else { cat("Factor Analysis using method = ",x$fm )}} cat("\nCall: ") print(x$Call) load <- x$loadings if(is.null(cut)) cut <- 0 #caving into recommendations to print all loadings #but, if we are print factors of covariance matrices, they might be very small # cut <- min(cut,max(abs(load))/2) #removed following a request by Reinhold Hatzinger nitems <- dim(load)[1] nfactors <- dim(load)[2] if(sum(x$uniqueness) + sum(x$communality) > nitems) {covar <- TRUE} else {covar <- FALSE} loads <- data.frame(item=seq(1:nitems),cluster=rep(0,nitems),unclass(load)) u2.order <- 1:nitems #used if items are sorted if(sort) { #first sort them into clusters #first find the maximum for each row and assign it to that cluster loads$cluster <- apply(abs(load),1,which.max) ord <- sort(loads$cluster,index.return=TRUE) loads[1:nitems,] <- loads[ord$ix,] rownames(loads)[1:nitems] <- rownames(loads)[ord$ix] #now sort column wise #now sort the loadings that have their highest loading on each cluster items <- table(loads$cluster) #how many items are in each cluster? first <- 1 item <- loads$item for (i in 1:length(items)) {# i is the factor number if(items[i] > 0 ) { last <- first + items[i]- 1 ord <- sort(abs(loads[first:last,i+2]),decreasing=TRUE,index.return=TRUE) u2.order[first:last] <- item[ord$ix+first-1] loads[first:last,3:(nfactors+2)] <- load[item[ord$ix+first-1],] loads[first:last,1] <- item[ord$ix+first-1] rownames(loads)[first:last] <- rownames(loads)[ord$ix+first-1] first <- first + items[i] } } } #end of sort #they are now sorted, don't print the small loadings if cut > 0 # if(max(abs(load) > 1.0) && !covar) cat('\n Warning: A Heywood case was detected. \n') ncol <- dim(loads)[2]-2 rloads <- round(loads,digits) fx <- format(rloads,digits=digits) nc <- nchar(fx[1,3], type = "c") fx.1 <- fx[,1,drop=FALSE] #drop = FALSE preserves the rownames for single factors fx.2 <- fx[,3:(2+ncol),drop=FALSE] load.2 <- as.matrix(loads[,3:(ncol+2)]) fx.2[abs(load.2) < cut] <- paste(rep(" ", nc), collapse = "") if(sort) { fx <- data.frame(V=fx.1,fx.2) if(dim(fx)[2] <3) colnames(fx) <- c("V",colnames(x$loadings)) #for the case of one factor } else {fx <- data.frame(fx.2) colnames(fx) <- colnames(x$loadings)} if(nfactors > 1) {if(is.null(x$Phi)) {h2 <- rowSums(load.2^2)} else {h2 <- diag(load.2 %*% x$Phi %*% t(load.2)) }} else {h2 <-load.2^2} if(!is.null(x$uniquenesses)) {u2 <- x$uniquenesses[u2.order]} else {u2 <- (1 - h2)} #h2 <- round(h2,digits) vtotal <- sum(h2 + u2) if(isTRUE(all.equal(vtotal,nitems))) { cat("Standardized loadings (pattern matrix) based upon correlation matrix\n") com <- x$complexity[u2.order] # u2.order added 9/4/14 if(!is.null(com)) { print(cbind(fx,h2,u2,com),quote="FALSE",digits=digits)} else { print(cbind(fx,h2,u2),quote="FALSE",digits=digits) } } else { cat("Unstandardized loadings (pattern matrix) based upon covariance matrix\n") print(cbind(fx,h2,u2,H2=h2/(h2+u2),U2=u2/(h2+u2)),quote="FALSE",digits=digits)} #adapted from print.loadings if(is.null(x$Phi)) {if(nfactors > 1) {vx <- colSums(load.2^2) } else {vx <- sum(load.2^2) }} else {vx <- diag(x$Phi %*% t(load) %*% load) } names(vx) <- colnames(x$loadings) varex <- rbind("SS loadings" = vx) varex <- rbind(varex, "Proportion Var" = vx/vtotal) if (nfactors > 1) { varex <- rbind(varex, "Cumulative Var"= cumsum(vx/vtotal)) varex <- rbind(varex, "Proportion Explained"= vx/sum(vx)) varex <- rbind(varex, "Cumulative Proportion"= cumsum(vx/sum(vx))) } cat("\n") print(round(varex, digits)) #now, if we did covariances show the standardized coefficients as well if(!isTRUE(all.equal(vtotal,nitems))) { #total variance accounted for is not just the number of items in the matrix cat('\n Standardized loadings (pattern matrix)\n') fx <- format(loads,digits=digits) nc <- nchar(fx[1,3], type = "c") fx.1 <- fx[,1,drop=FALSE] #drop = FALSE preserves the rownames for single factors fx.2 <- round(loads[,3:(2+ncol)]/sqrt(h2+u2),digits) load.2 <- loads[,3:(ncol+2)]/sqrt(h2+u2) fx.2[abs(load.2) < cut] <- paste(rep(" ", nc), collapse = "") fx <- data.frame(V=fx.1,fx.2) if(dim(fx)[2] <3) colnames(fx) <- c("V",colnames(x$loadings)) #for the case of one factor if(nfactors > 1) { h2 <-h2/(h2+u2)} else {h2 <-h2/(h2+u2)} u2 <- (1 - h2) print(cbind(fx,h2,u2),quote="FALSE",digits=digits) if(is.null(x$Phi)) {if(nfactors > 1) {vx <- colSums(load.2^2) } else {vx <- diag(t(load) %*% load) vx <- vx*nitems/vtotal }} else {vx <- diag(x$Phi %*% t(load) %*% load) vx <- vx*nitems/vtotal } names(vx) <- colnames(x$loadings) varex <- rbind("SS loadings" = vx) varex <- rbind(varex, "Proportion Var" = vx/nitems) if (nfactors > 1) {varex <- rbind(varex, "Cumulative Var"= cumsum(vx/nitems)) varex <- rbind(varex, "Cum. factor Var"= cumsum(vx/sum(vx)))} cat("\n") print(round(varex, digits)) } if(!is.null(x$Phi)) { if(!is.null(x$fn) ) { if(x$fn == "principal") {cat ("\n With component correlations of \n" ) } else {cat ("\n With factor correlations of \n" )}} colnames(x$Phi) <- rownames(x$Phi) <- colnames(x$loadings) print(round(x$Phi,digits))} else { if(!is.null(x$rotmat)) { U <- x$rotmat ui <- solve(U) Phi <- t(ui) %*% ui Phi <- cov2cor(Phi) if(!is.null(x$fn) ) { if(x$fn == "principal") {cat ("\n With component correlations of \n" ) } else {cat ("\n With factor correlations of \n" )}} colnames(Phi) <- rownames(Phi) <- colnames(x$loadings) print(round(Phi,digits)) } } if(!is.null(x$complexity)) cat("\nMean item complexity = ",round(mean(x$complexity),1)) objective <- x$criteria[1] if(!is.null(objective)) { if(!is.null(x$fn) ) { if(x$fn == "principal") { cat("\nTest of the hypothesis that", nfactors, if (nfactors == 1) "component is" else "components are", "sufficient.\n")} else { cat("\nTest of the hypothesis that", nfactors, if (nfactors == 1) "factor is" else "factors are", "sufficient.\n")}} if(x$fn != "principal") { if(!is.null(x$null.dof)) {cat("\ndf null model = ",x$null.dof, " with the objective function = ",round(x$null.model,digits),...)} if(!is.null(x$null.chisq)) {cat(" with Chi Square = " ,round(x$null.chisq,digits)) } cat("\ndf of the model are",x$dof," and the objective function was ",round(objective,digits),"\n",...) } if(!is.null(x$rms)) {cat("\nThe root mean square of the residuals (RMSR) is ", round(x$rms,digits),"\n") } if(!is.null(x$crms)) {cat("The df corrected root mean square of the residuals is ", round(x$crms,digits),"\n",...) } if((!is.null(x$nh)) && (!is.na(x$nh))) {cat("\nThe harmonic n.obs is " ,round(x$nh)) } if((!is.null(x$chi)) && (!is.na(x$chi))) {cat(" with the empirical chi square ", round(x$chi,digits), " with prob < ", signif(x$EPVAL,digits),"\n" ,...) } if(x$fn != "principal") { if(!is.na(x$n.obs)) {cat("The total n.obs was ",x$n.obs, " with Likelihood Chi Square = ",round(x$STATISTIC,digits), " with prob < ", signif(x$PVAL,digits),"\n",...)} if(!is.null(x$TLI)) cat("\nTucker Lewis Index of factoring reliability = ",round(x$TLI,digits+1))} if(!is.null(x$RMSEA)) {cat("\nRMSEA index = ",round(x$RMSEA[1],digits+1), " and the", (x$RMSEA[4])*100,"% confidence intervals are ",round(x$RMSEA[2:3],digits+1),...) } if(!is.null(x$BIC)) {cat("\nBIC = ",round(x$BIC,digits))} } if(!is.null(x$fit)) cat("\nFit based upon off diagonal values =", round(x$fit.off,digits)) if ((!is.null(x$fn)) && (x$fn != "principal")) { if(!is.null(x$R2)) { stats.df <- t(data.frame(sqrt(x$R2),x$R2,2*x$R2 -1)) rownames(stats.df) <- c("Correlation of (regression) scores with factors ","Multiple R square of scores with factors ","Minimum correlation of possible factor scores ") colnames(stats.df) <- colnames(x$loadings) } else {stats.df <- NULL} badFlag <- FALSE #however, if the solution is degenerate, don't print them if( (is.null(x$R2)) || (any(max(x$R2,na.rm=TRUE) > (1 + .Machine$double.eps)) )) {badFlag <- TRUE if (!suppress.warnings) { cat("\n WARNING, the factor score fit indices suggest that the solution is degenerate. Try a different method of factor extraction.\n") warning("the factor score fit indices suggest that the solution is degenerate\n")} } else { if(!is.null(stats.df)) { cat("\nMeasures of factor score adequacy \n") print(round(stats.df,digits))} #why do we have this next part? It seems redundant # if(is.null(x$method)) x$method <- "" # if(is.null(x$R2.scores)) x$R2.scores <- NA # if(any(is.na(x$R2.scores)) | any(x$R2 != x$R2.scores)) {stats.df <- t(data.frame(sqrt(x$R2.scores),x$R2.scores,2* x$R2.scores -1)) # cat("\n Factor scores estimated using the ", x$method, " method have correlations of \n") # rownames(stats.df) <- c("Correlation of scores with factors ","Multiple R square of scores with factors ","Minimum correlation of possible factor scores ") # # colnames(stats.df) <- colnames(x$loadings) # print(round(stats.df,digits)) # } } } result <- list(Vaccounted=varex) invisible(result) } #end of print.psych.fa #modified November 22, 2010 to get the communalities correct for sorted loadings, but does this work for covariances? #modified November 18, 2012 to print the empirical chi squares #modified October 13, 2013 to add the invisibile return of varex. #Modified the print statements to make the output fit one slide width