On the back of an earlier question i am having an issue.
Software = SAS JMP Pro 11
My rotated factors (post Principal Components Analysis [PCA]) are not at all uncorrelated. I have used Variance Inflation Factor (VIF) scores to initially look at this.
I expected some increase in the VIFs across the board but what i have is pretty dire with VIFS in the 10000s on occasion. The PCA factors unrotated are completely uncorrelated when looking at VIFs (all 1.5 or less). What problems can occur in the rotation step to cause this?
The original variables load onto to many of the unrotated factors to too high a degree to be of much real world use.
I have seen written there is no real difference between orthogonal or oblique rotation and I have also found this to be the case
The only thing i can think is my non positive definitive matrix but I thought (I do not know) that if the unrotated factors are uncorrelated this meant the matrix was handled OK?