Updating Factor Analytic loadings

!AILOADINGS i

!AILOADINGS i relates to the fitting of eXtended Factor Analytic models. After ASReml calculates updates for variance parameters, it checks whether the updates are reasonable and sometimes reduces them over and above any !STEPSIZE shrinkage. The extra shrinkage has two levels. Loadings that change sign are restricted to doubling in magnitude, and if the average change in magnitude of loadings is greater than 10-fold, they are all shrunk back.

When the user does not provide constraints, ASReml rotates the loadings each iteration. When !AILOADINGS i is specified, it also prevents AI updates of some loadings during the first i iterations. For f (>1) factors, only the last factor is estimated (conditional on the earlier ones) in the first f-1 iterations. Then pairs including the last are estimated until iteration i.

If !AILOADINGS is not specified and !CONTINUE is used and ASReml initialises the XFA model from a lower order model, the i parameter is set internally.

!AIPENALTY i

!AIPENALTY i modifies the penalty applied when updating loadings in factor analytic models.

In ASReml 4, a ridge regression like inflation is applied to the diagonal elements of the AI matrix that relate to loadings. The diagonal element is multiplied by f where f=2-s+c, s is the current value of the stepsize parameter and c depends on the magnitude of i. Use i=-1 to set c=0.

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