Diagnosing Factor Grouping and Coverage Errors in Factor Analysis

Summary

The post reports two errors encountered while analyzing the high-frequency factor hf_volume_diff_large_order: the software formed only four groups when five were requested, and it reported factor-value coverage below the minimum threshold. The author says their separate check of the factor’s missing values did not show a missing rate above half, and asks why the coverage check still fails.

This is a troubleshooting question, not a resolved explanation. It highlights that factor coverage as calculated by an analysis tool may differ from a simple null-value check, and that ties or too few distinct factor values may prevent the requested number of groups. The post provides the reported errors and coverage figure but no diagnostic steps, code, response, or outcome. It therefore identifies potential data-quality and grouping issues without establishing their cause or a fix.

Key ideas

• The analysis reported fewer realized factor groups than the requested five.
• The reported factor coverage fell below the tool’s stated threshold.
• A simple missing-value count may not match the analysis tool’s coverage calculation.
• The post asks for help but does not provide a diagnosis or resolution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.