## PCA / FA Bartholomew et al.: discussion

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 $\sqrt{N-1}$ that shows up when we relate the $\sqrt{\text{eigenvalues}},\ \Lambda,$ of a correlation matrix to the principal values w of the standardized data
• the computation of scores as $\sqrt{N-1}\ u$
• the computation of scores as $F^T\$ where $X^T = Z = A\ F$
• the computation of scores as projections of the data onto the reciprocal basis