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Factor Analysis and Principal Components

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  • Schneeweiss, H.
  • Mathes, H.

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.

Suggested Citation

  • Schneeweiss, H. & Mathes, H., 1995. "Factor Analysis and Principal Components," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 105-124, October.
  • Handle: RePEc:eee:jmvana:v:55:y:1995:i:1:p:105-124
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    Citations

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    Cited by:

    1. Wim Krijnen & Theo Dijkstra & Richard Gill, 1998. "Conditions for factor (in)determinacy in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 63(4), pages 359-367, December.
    2. Wim Krijnen, 2006. "Necessary Conditions for Mean Square Convergence of the Best Linear Factor Predictor," Psychometrika, Springer;The Psychometric Society, vol. 71(3), pages 593-599, September.
    3. Haruhiko Ogasawara, 2000. "Some relationships between factors and components," Psychometrika, Springer;The Psychometric Society, vol. 65(2), pages 167-185, June.
    4. James H. Stock & Mark W. Watson, 1998. "Diffusion Indexes," NBER Working Papers 6702, National Bureau of Economic Research, Inc.
    5. Sue-Fen Huang & Ching-Hsue Cheng, 2013. "GMADM-based attributes selection method in developing prediction model," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3335-3347, October.
    6. Sundberg, Rolf & Feldmann, Uwe, 2016. "Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 49-59.
    7. Shelby Haberman, 2006. "Bias in Estimation of Misclassification Rates," Psychometrika, Springer;The Psychometric Society, vol. 71(2), pages 387-394, June.
    8. Wim Krijnen, 2002. "On the construction of all factors of the model for factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 161-172, March.
    9. Wim Krijnen, 2006. "Implications of Indeterminate Factor-Error Covariances for Factor Construction, Prediction, and Determinacy," Psychometrika, Springer;The Psychometric Society, vol. 71(3), pages 503-519, September.
    10. Naomichi Makino, 2015. "Generalized data-fitting factor analysis with multiple quantification of categorical variables," Computational Statistics, Springer, vol. 30(1), pages 279-292, March.

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