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Factor Analysis

In: Multivariate Statistics

Author

Listed:
  • Wolfgang Karl Härdle

    (Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics)

  • Zdeněk Hlávka

    (Charles University in Prague, Faculty of Mathematics and Physics Department of Statistics)

Abstract

In factor analysis, we address the same problem of reducing the dimension of a multivariate random variable, but we want to fix, from the start, the number of factors. Each factor will then be interpreted as a latent characteristic of the individuals revealed by the original variables.

Suggested Citation

  • Wolfgang Karl Härdle & Zdeněk Hlávka, 2015. "Factor Analysis," Springer Books, in: Multivariate Statistics, edition 2, chapter 0, pages 205-224, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-36005-3_12
    DOI: 10.1007/978-3-642-36005-3_12
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