It depends on what sort of weights you have, but one approach is to
construct a weighted covariance matrix and then run factanal() on it.
That's what svyfactanal() in the survey package does. The difficult part
is the tests: you need to specify the sample size, and in the presence of
weights it may not be clear what the right sample size is -- svyfactanal()
has four options, probably none of them is ideal.
-thomas
On Thu, Jan 10, 2013 at 5:36 AM, Virgile Capo-Chichi
<vcapochichi@gmail.com>wrote:
> hello there,
> I am trying to use a weight variable in a factor analysis but apparently
> the factanal command does not have a weight option. Any way to this? Thanks
> for your suggestions, V
>
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--
Thomas Lumley
Professor of Biostatistics
University of Auckland
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