===== Bayesian exploratory factor analysis using informative priors ===== ==== Data generation ==== model{ for (i in 1:N){ f[i,1:2]~dmnorm(muf[1:2], pre.phi[1:2,1:2]) for (j1 in 1:6){ muy[i,j1]<-l1[j1]*f[i,1]+l2[j1]*f[i,2] y[i,j1]~dnorm(muy[i,j1],pre.p[j1]) } } } list(N=200, l1=c(.6,.6,.6,0,0,0), l2=c(0,0,0, .6,.6,.6), muf=c(0,0), pre.p=c(1.5625,1.5625, 1.5625, 2.78, 2.78, 2.78), pre.phi=structure(.Data =c(1.33, -0.67, -.67, 1.33), .Dim = c(2,2))) ==== Data analysis ==== model{ for (i in 1:N){ f[i,1:2]~dmnorm(muf[1:2], pre.phi[1:2,1:2]) for (j1 in 1:6){ muy[i,j1]<-l1[j1]*f[i,1]+l2[j1]*f[i,2] y[i,j1]~dnorm(muy[i,j1],pre.p[j1]) } } muf[1]<-0 muf[2]<-0 for (i in 1:6){ l1[i]~dbeta(.5, .5) l2[i]~dbeta(.5,.5) pre.p[i]~dgamma(.001,.001) } pre.phi[1:2,1:2]<-inverse(phi[1:2,1:2]) phi[1,1]<-1 phi[2,2]<-1 phi[1,2]~dunif(0,1) phi[2,1]<-phi[1,2] } list( pre.p=c(1.5625,1.5625, 1.5625, 2.78, 2.78, 2.78), phi=structure(.Data =c(NA, 0, NA, NA), .Dim = c(2,2))) list(N=200, y = structure(.Data = c( 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