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A GENERALIZED COMMON FACTOR ANALYSIS BASED ON RESIDUAL COVARIANCE MATRICES OF PRESCRIBED STRUCTURE
Author(s) -
McDonald Roderick P.
Publication year - 1969
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1969.tb00427.x
Subject(s) - residual , mathematics , factoring , rank (graph theory) , covariance matrix , covariance , matrix (chemical analysis) , matrix analysis , simplex , statistics , combinatorics , algorithm , eigenvalues and eigenvectors , materials science , physics , finance , quantum mechanics , economics , composite material
An algorithm is described, the purpose of which is to express a correlation matrix as the sum of two matrices, of which one is of rank less than its order, and the other, the residual matrix, is of prescribed structure. Applications are described to approximate simplex and circumplex matrices, to the factoring of groups of variables, and to a form of multi‐mode factor analysis.