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Thursday, April 4, 2013

Factor analysis and Cluster analysis

Factor Analysis

Factor outline attempts to find out underlying variables, or performers, that explain the intention of correlations within a set of observed variables. Factor analysis is often used in data reduction to identify a small number of performers that explain most of the sport observed in a much larger number of manifest variables. Factor analysis can also be used to generate hypotheses regarding causal mechanisms or to screen variables for posterior analysis (for example, to identify col bilinearity prior to performing a linear regression analysis).

The work out analysis procedure offers a extravagantly degree of flexibility:

Seven methods of factor extraction are available.

         basketball team methods of rotation are available, including direct oblimin and promax for nonorthogonal rotations.

        Three methods of computing factor readys are available, and scores can be salvage as variables for further analysis.

Rotation. In rotating the factors, we would the likes of each factor to confuse nonzero, or significant, loadings or coefficients for only some of the variables. Likewise, we would like each variable to have nonzero, or significant, loadings with only a few(prenominal) factors, and if possible, with only one. If several factors have high loadings with the same variable, it is thorny to interpret them.

Statistics. For each variable: number of valid cases, mean, and mensuration deviation.

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For each factor analysis: correlation hyaloplasm of variables, including signification levels, determinant, and inverse; reproduced correlation matrix, including anti-image; initial solution (communalities, eigenvalues, and percentage of sectionalization explained); Kaiser-Meyer-Olkin measure of sampling adequacy and Bartletts test of sphericity; unrotated solution, including factor loadings, communalities, and eigenvalues; rotated solution, including rotated pattern matrix and transformation matrix; for oblique rotations: rotated pattern and structure matrices; factor score coefficient matrix and factor covariance matrix. Plots: Scree patch of eigenvalues and loading plot of first two or three factors.

Assumptions. The data should have a bivariate normal...

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