PCA / FA Example 7: Bartholomew et al. Correlation matrix

edit 5 Oct 2008: I had omitted the word “constant”. see edit.

The following example comes from Bartholomew et al. “The Analysis and Interpretation of Multivariate Data for Social Scientists.”

It is an excellent example with which to wrap up PCA / FA. (There’s a lot we haven’t done, but it’s almost time for me to move on.)

The example is “employment in 26 European countries”, “eurojob” for short, from chapter 5 (either 1st or 2nd edition), and data for both editions is available at http://www.cmm.bris.ac.uk/team/amssd.shtml . Please note that I am using the 1st edition of the book, and the 1st edition data.

When I first worked this example, I knew that something interesting happened, but not why; and, there was one thing I didn’t understand at all, back then.