General Theory and Methods for Matric Factoring  

Oleh:

Guttman, Louis

Jenis: Article from Journal - e-Journal
Dalam koleksi: Psychometrika: A Journal of Quantitative Psychology vol. 9 no. 1 (Mar. 1944), page 1-16.
Topik: Gramian Matrices; Lagrange’s Theorem; Factor Matrices; Metric; Orthogonal Factors; Correlation.Matrix
Fulltext: General Theory and Methods for Matric Factoring.pdf (695.95KB)

Isi artikel

Methods are developed for factoring an arbitrary rectangular matrixS of rankr into the formFP, whereF hasr columns andP hasr rows. For the statistical problem of factor analysis,S may be the score matrix of a population of individuals on a battery of tests. ThenF is a matrix of factor loadings,P is a matrix of factor scores, andr is the number of factor variates. (As in current procedures, there remains a subsequent problem of rotation of axes and interpretation of factors, which is not discussed here.) Methods are also developed for factoring an arbitrary Gramian matrixG of rankr into the formFF', whereF hasr columns andF' denotesF transposed. For the statistical problem of factor analysis,G may be the matrix of intercorrelations,R, of a battery of tests, with unity, communalities, or other parameters in the principal diagonal.R is proportional toSS', and it is shown thatS can be factored by factoringR. This may usually be the most economical procedure in practice; it should not be overlooked, however, thatS can be factored directly. The general methods build up anF (andP) in as many stages as desired; as many factors as may be deemed computationally practical can be extracted at a time. Perhaps it will usually be found convenient to extract not more than three factors at a time. Current procedures, like the centroid and principal axes, are special cases of a general method presented here for extracting one factor at a time.

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