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### linear regression after rotation

I have a set of 2 dimensional points [x,y], with a barycenter in 0,0 and I'm rotating it. I'm wondering why the linear regression of this set of points is not rotating of the same amplitude. Below ...
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### Different clustering for different rotation of PCA

i´m working on an application which is used for clustering. The process is done in SPSS. As the input-data can have a large number of variables/colummns as a pre-clustering step the PCA is run (via ...
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### PCA (varimax normalized): are factor scores negative or positive?

When doing a Principal Component Analysis, with varimax rotations, we can get the factor scores based on correlations for each variable. These scores are either positive or negative, does it still ...
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### Find the rotation between set of points

I have two sets (sourc and target) of points (x,y) that I would like to align. What I did so ...
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### How to obtain the same varimax-rotated PCA results in MATLAB and SPSS?

I'm trying to perform a PCA Extraction + Varimax Rotation in MATLAB and obtain the same results as in SPSS. My data is the following matrix A: ...
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### Which matrix should be interpreted in factor analysis: pattern matrix or structure matrix?

When doing a factor analysis (by principal axis factoring, for example) or a principal component analysis as factor analysis, and having performed an oblique rotation of the loadings, - which matrix ...
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### Is Mahalanobis distance equivalent to the Euclidean one on the PCA-rotated data?

I've been led to believe (see here and here) that Mahalanobis distance is the same as the Euclidean distance on the PCA-rotated data. In other words, taking multivariate normal data $X$, the ...
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### How to organise an iterative manual rotation of n component pairs?

I am currently building a q.rotate() function for the qmethod R package for Q Methodology. As is desirable for Q, I'd like users to be able to iteratively rotate ...
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### Does the order of rotations matter in rotating PCA loadings (by-hand)?

Suppose I have retained 3 principal components, and I want to rotate their loadings by hand (yeah, that's rare, but it is commonly used in Q Methodology). Does it matter in which order I rotate the ...
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### Meaning of negative elements in Principal Component Analysis(PCA) rotated component matrix

Suppose that we have this rotated component matrix from PCA (SPSS output): ...
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### How we can calculate squared factor loadings in Principal Component Analysis(PCA)?

This snapshot is from THIS article: What is Squared factor loadings and how we can calculate it. Any link between above snapshot and below snapshot of SPSS output? there isn't any relationship ...
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### Isn't an oblique rotation against the whole spirit of principal component analysis?

I am studying principal component analysis (PCA) as a method to deal with multicollinearity. And when studying the rotation method -- which, if my understanding is correct, is the center of the PCA -...
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### Different results based on two target rotation approaches

I am trying to do some data analyses based on target rotation in R using two different approaches. Here is a small simulation in r. ...
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### How to generate uniformly random orthogonal matrices of positive determinant?

I've got probably a silly question about which, I must confess, I'm confused. Imagine repeated generating of uniformly distributed random orthogonal (orthonormal) matrix of some size $p$. Sometimes ...
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### Statistical model for axis angle rotations

I would like to describe a large number of measurements of rotations $\textbf{x}_i$. Each rotation is described by its rotation axis $\textbf{v} =\frac{\textbf{x}}{|\textbf{x}|}$ and the rotation ...
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### Why does my loading matrix following PCA with a varimax rotation contain only ones and zeros? [duplicate]

I'm running a PCA using the R function prcomp. This is the function: d2.pca <- prcomp(sel.d2, center=TRUE, scale.=TRUE) So ...
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### Are matrix Fisher r.v.s closed under multiplication?

With appropriate parameters, a matrix Fisher distribution provides a distribution over SO(3) (i.e. over rotations in $R^3$). See this MathOverflow post for a few notes describing the distribution. ...
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### The difference between varimax and oblimin rotations in factor analysis

What is the difference between varimax rotation and oblimin rotation in factor analysis? Also, I am confused about the relationship between principal component analysis, varimax rotation and ...
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### Multiple linear regression through orthogonal matrices

An example of linear regression could look like: $min \sum_{i=0}^{m}||x_i A - y_i||_2^{2}$, where ${x_i, y_i} \in \mathbb{R}^n$ and $A \in \mathbb{R}^{n\times n}$. I am interested in knowing how do ...
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### Varimax Rotated factors are very much NOT uncorrelated?

On the back of an earlier question i am having an issue. Software = SAS JMP Pro 11 Earlier Question My rotated factors (post Principal Components Analysis [PCA]) are not at all uncorrelated. I have ...
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### Predict only the first N principal components in a PCA analysis

I'm using R to analyze a very large dataset. I conduct a PCA on one dataset, PCA <- prcomp(formula = ~., data = train, scale = T, na.action=na.exclude) and ...
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### Extracting nonorthogonal sources in ICA/PCA/blind source seperation problem

My problem is essentially a 'blind source separation' problem. I have 3 non-orthogonal sources (or basis functions) and N random linear combinations (mixes) of said sources. My problem is to obtain ...
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### Why direct oblimin rotation results in greater eigen values?

I came across this in the Wikipedia page about Factor Analysis. Is that true that direct oblimin rotation results in greater eigen values? If that is true, what's the reason behind it and does it ...
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### Procrustes Analysis of 3d point cloud without defined landmarks

I am working with several hundred 3d point clouds generated using a 3d scanner and would like to be able to compare their shapes using something like a procrustes analysis. Instead of manually ...
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### How many PCs should varimax rotation be applied to?

I have a list of 25 air pollutants many of which are strongly correlated. I was hoping to reduce down to a short list of eigenvectors which would each be composed of a small number of the pollutants. ...
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### Using varimax-rotated PCA components as predictors in linear regression

After doing PCA, the first component describes the largest part of variability. This is important e.g. in study of body measurements where it is commonly known (Jolliffe, 2002) that PC1 axis captures ...
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I have this picture in Lattin representing structure and pattern loadings in factor analysis. If $Z$ (an observed variable) $=w_1 F_1+w_2 F_2$ (according to factor model), then the pattern loadings of ...
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### To rotate or not to rotate post-PCA and pre-cluster analysis

Questions in respect to rotation post-PCA have been answered before -> its all in the hands of the researcher... Same answer to the question if rotation (orthogonal or not) makes sense before plugging ...
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I have a question regarding the best practice for dealing with cross-loadings on factors after conducting an exploratory factor analysis using a promax rotation. Just to give a bit of background ...
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### Is it acceptable to rotate factors with PCA for binary data?

What issues, if any, might there be in rotating factors in order to obtain factor/component loadings of binary data? Is it acceptable to rotate the factors when doing a traditional PCA? (Assuming I’m ...
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### Can I somehow compute variance explained by PC after Oblique rotation in PCA?

Let´s say that my PCA analysis extracted 2 components, which explain 80% of the variance before rotation. The components were then rotated using oblique (Direct Oblimin) rotation, so SPSS cannot ...
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### How is the proof that the Quartimax/Varimax-rotation converges?

Empirically the quartimax-/varimax-rotation has proven useful and it was always converging in my applications. But from my readings years ago I have a vague remembering, that the fact of a proof of ...
I have a question about a rotation matrix, which can be represented in 2 dimensions as: $$R_{2}(\theta)=\begin{bmatrix} \cos\theta & \sin\theta \\ -\sin\theta & \cos\theta \end{bmatrix}$$ For ...