摘要
讨论了因子分析的基本思想,结合实例从相关系数矩阵出发,计算其特征根和对应的特征向量,然后给出进行主成分分析的三种方法;进行旋转前后因子载荷矩阵的共同度、累计方差、特征根等多角度比较,深刻揭示因子分析和主成分分析之间的关系.
Three methods of Principal Components Analysis are presented after the basic idea of the Factor Analysis has been discussed, and with it, some examples based on the correlation coefficient matrix have been given, and then the Eigenvalue and the correspond- ing Eigenvectors have been calculated. Next, a comparison is made from such angles as communality values, cumulative variance and Eigenvalue, which come from factor loading matrix before and after varimax rotation. Thus, the relationship between factor analysis and the principal component analysis is further revealed.
出处
《数学的实践与认识》
北大核心
2015年第2期204-210,共7页
Mathematics in Practice and Theory
基金
广东省教育科学“十二五”规划基金资助项目(2012JK078)
关键词
因子分析
特征向量
主成分分析
factor analysis
eigenvectors
principal components analysis
