Factor Analysis and Principal Components

Autor: H. Schneeweiss, H. Mathes
Rok vydání: 1995
Předmět:
Zdroj: Journal of Multivariate Analysis. 55:105-124
ISSN: 0047-259X
DOI: 10.1006/jmva.1995.1069
Popis: 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.
Databáze: OpenAIRE