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Are principal factors in principal component analysis always uncorrelated, or can they end up being correlated? If so, how and why?

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    $\begingroup$ It might depend on what you mean by "principal factors," because that language appears to combine the language of principal components analysis and factor analysis. Could you clarify? And could you explain what you mean by "correlated"? Would that mean their correlation coefficient as a dataset is zero, or would it refer to the random variables one might use to model the data? $\endgroup$ – whuber Dec 7 '18 at 20:24
  • $\begingroup$ I want to know if principal factors in a principal component linear factor model can be correlated with each other. It’s not related to factor analysis. $\endgroup$ – Nickpick Dec 7 '18 at 22:13

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