The Asymptotic Distribution of Quartimax Rotated Principal Components.

Abstract

The report describes the asymptotic distribution of a quartimax rotation of a principal components loading matrix for principal components factor analysis. The asymptotic distribution of an estimate of this quartimax rotation was found when the estimator is an ORA which is regular and differentiable at Sigma, the covariance matrix of the score vector, and weakly quartimax in a neighborhood of Sigma. The symptotic distribution is normal, and formulas fr the asymptotic covariance matrix are displayed. The feasibility of computer computation for the derived formulas is demonstrated, and it is shown that the theory can be applied to the usual estimate of the quartimax rotation of a principal components loading matrix. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 08, 1971
Accession Number
AD0729028

Entities

People

  • Claude O. Archer

Tags

DTIC Thesaurus Topics

  • Computations
  • Computers
  • Covariance
  • Data Science
  • Estimators
  • Factor Analysis
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Rotation
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Mechanical Engineering/Mechanics of Materials.
  • Statistical inference.