Factor Analysis and Principal Components

H. Schneeweiss and H. Mathes

Journal of Multivariate Analysis, 1995, vol. 55, issue 1, 105-124

Abstract: The principal components of a vector of random variables are related to the common factors of a factor analysis model for this vector. Conditions are presented under which components and factors as well as factor proxies come close to each other. A similar analysis is carried out for the matrices of loadings of principal components and factor analysis.

Date: 1995
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