This is the 4th post in the Bartholomew et al. sequence in PCA/FA, but it’s an overview of what I did last time. Before we plunge ahead with another set of computations, let me talk about things.
I want to elaborate on the previous post. We discussed
- the choice of data corresponding to an eigendecomposition of the correlation matrix
- the pesky that shows up when we relate the of a correlation matrix to the principal values w of the standardized data
- the computation of scores as
- the computation of scores as where
- the computation of scores as projections of the data onto the reciprocal basis
- different factorings of the data matrix as scores times loadings