Linked Questions

266 votes
15 answers
295k views

What are the differences between Factor Analysis and Principal Component Analysis?

It seems that a number of the statistical packages that I use wrap these two concepts together. However, I'm wondering if there are different assumptions or data 'formalities' that must be true to use ...
Brandon Bertelsen's user avatar
87 votes
4 answers
34k views

How to visualize what canonical correlation analysis does (in comparison to what principal component analysis does)?

Canonical correlation analysis (CCA) is a technique related to principal component analysis (PCA). While it is easy to teach PCA or linear regression using a scatter plot (see a few thousand examples ...
figure's user avatar
  • 973
41 votes
2 answers
21k views

How does Factor Analysis explain the covariance while PCA explains the variance?

Here is a quote from Bishop's "Pattern Recognition and Machine Learning" book, section 12.2.4 "Factor analysis": According to the highlighted part, factor analysis captures the covariance between ...
avocado's user avatar
  • 3,581
24 votes
1 answer
54k views

Methods to compute factor scores, and what is the "score coefficient" matrix in PCA or factor analysis?

As per my understanding, in PCA based on correlations we get factor (= principal component in this instance) loadings which are nothing but the correlations between variables and factors. Now when I ...
Kartikeya Pandey's user avatar
20 votes
2 answers
20k views

PCA and exploratory Factor Analysis on the same dataset: differences and similarities; factor model vs PCA

I would like to know if it makes any logical sense to perform principal component analysis (PCA) and exploratory factor analysis (EFA) on the same data set. I have heard professionals expressly ...
user42538's user avatar
  • 301
12 votes
1 answer
9k views

Data space, variable space, observation space, model space (e.g. in linear regression)

Suppose we have the data matrix $\mathbf{X}$, which is $n$-by-$p$, and the label vector $Y$, which is $n$-by-one. Here, each row of the matrix is an observation, and each column corresponds to a ...
user3813057's user avatar
  • 1,092
14 votes
2 answers
5k views

Sum of rating scores vs estimated factor scores?

I'd be interested to receive suggestions about when to use "factor scores" over plain sum of scores when constructing scales. I.e. "Refined" over "non-refined" methods of scoring a factor. From ...
Eric Green's user avatar
8 votes
2 answers
4k views

Difference between loadings and correlations between observed variables and factor saved scores in factor analysis

I thought that the loadings in factor analysis were the correlations between the observed variables and the latent factors. However, when I do factor analysis in R using the psych package, this does ...
mark999's user avatar
  • 3,258
2 votes
1 answer
1k views

Orthogonality of the basis in factor analysis

I have been studying principal component analysis (PCA) and then I have gone up to factor analysis (FA). I understood that PCA seeks orthonormal basis, but I am not so sure if this is the case for ...
Marcel's user avatar
  • 148
4 votes
1 answer
1k views

Understanding (exploratory) factor analysis: some points for clarification

[A question about what we optimize in FA, is FA a clustering of variables, and when/how we choose the number of factors] I have read some tutorials and looked at some of the questions here, as well, ...
Pugl's user avatar
  • 1,511
4 votes
1 answer
704 views

Factor extraction methods: Harris and Image extraction

Is Harris's (1962) extraction method considered a form of principal component analysis (PCA) or factor analysis (FA)? What about image extraction? I am using SAS and the documentation says: HARRIS | ...
ESmyth5988's user avatar
1 vote
0 answers
55 views

Can I include new items into an existing exploratory factor analysis?

I have a panel dataset from a survey before and after an intervention. One question is a Q-method-style question where students have been sorting statements about the type of teaching they receive. In ...
jeppeb's user avatar
  • 11