Factor Analysis and Principal Components
Journal of Multivariate AnalysisPublished 1 October 1995
Hans Schneeweiß, H. Mathes
Citations133
SJR quartileQ1
SJR score1.01
SNIP1.41
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
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.
Keywords
Mathematics
Journal of Business and Economic StatisticsAn Introduction to Multivariate Statistical Analysis
9,232 Citations1986Robb J. Muirhead, T. W. Anderson
Medical Entomology and ZoologySoft modelling: The Basic Design and Some Extensions
1,266 Citations1982Herman Wold
Journal of the Royal Statistical Society Series C (Applied Statistics)A Unifying Tool for Linear Multivariate Statistical Methods: The RV- Coefficient
941 Citations1976P. C. Robert, Yves Escoufier
Multivariate Behavioral ResearchComponent Analysis versus Common Factor Analysis: Some issues in Selecting an Appropriate Procedure
743 Citations1990Wayne F. Velicer, Douglas N. Jackson
This work discusses the key algebraic similarities and differences between principal component analysis and factor analysis, and analyzes a number of theoretical and practical issues.
Journal of the American Statistical AssociationBetween-Groups Comparison of Principal Components
488 Citations1979W. J. Krzanowski
Journal of EconometricsSome comments on maximum likelihood and partial least squares methods
276 Citations1983Theo K. Dijkstra
Multivariate Behavioral ResearchOn the Equivalence of Factors and Components
202 Citations1990Peter M. Bentler, Yutaka Kano
The Journal of FinanceSome Results in the Theory of Arbitrage Pricing
194 Citations1984Jonathan E. Ingersoll
The Journal of FinanceOn the Number of Factors in the Arbitrage Pricing Model
151 Citations1986Charles Trzcinka
Probability Theory and Related FieldsWeak and strong consistency of the least squares estimators in regression models
103 Citations1976Hilmar Drygas
Statistica NeerlandicaModels with latent variables: LISREL versus PLS
52 Citations1991Hans Schneeweiß
PsychometrikaA Definition for the Common-Factor Analysis Model and the Elimination of Problems of Factor Score Indeterminacy
51 Citations1978James S. Williams
Communication in Statistics- Theory and MethodsSensitivity coefficients for the subspaces spanned by principal components
30 Citations1990Jacques Bénasséni
Kodo Keiryogaku (The Japanese Journal of Behaviormetrics)UNIFICATION OF VARIOUS TECHNIQUES OF MULTIVARIATE ANALYSIS BY MEANS OF GENERALIZED COEFFICIENT OF DETERMINATION
27 Citations1974Haruo Yanai
It is proved that coefficients of determination such as correlation ratio, squared multiple correlation and Maharanobis generalized distance are represented as special cases of G.C.D.D., the conception of generalized coefficient of determination of multivariate analysis.
British Journal of Mathematical and Statistical PsychologyA condition for the regression predictor to be consistent in a single common factor model
7 Citations1986Yutaka Kano
Annals of the Institute of Statistical MathematicsConsistency conditions on the least squares estimator in single common factor analysis model
4 Citations1986Yutaka Kano
Factors and Principal Components: Their Approach to Each Other when the Factor Loadings are Orthogonal
3 Citations1995Hans Schneeweiß
On asymptotic variances of uniqueness estimators in factor analysis
3 Citations1987Alevmder Kano, Yutata +1 more
Lecture notes in statisticsCommon Factor Model Stochastic Model, Data Analysis Technique or What?
1 Citations1992Walter Oberhofer, Klaus Haagen