FACTOR Model Specification You can specify the FACTOR statement to compute factor loadings F and unique variances U of an exploratory or confirmatory first-order factor (or component) analysis. By default, the factor correlation matrix P is an identity matrix. C = FF’ + U, U = diag C = data covariance matrix
First-order Confirmatory Factor Analysis For a first-order confirmatory factor analysis, you can use MATRIX statements to define elements in the matrices F, P, and U of the more general model C = FPF' + U, P = P', U = diag factor loadings F unique variances U factor correlation matrix P data covariance matrix C
PROC FACTOR RESIDUALS / RES –displays the residual correlation matrix and the associated partial correlation matrix. The diagonal elements of the residual correlation matrix are the unique variances.