12FACTOR 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 = diagC= data covariance matrix
13First-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 modelC = FPF' + U, P = P' , U = diagfactor loadings Funique variances Ufactor correlation matrix Pdata covariance matrix C
14PROC 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.