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Factor analysis is a dimensionality reduction latent variable technique which replaces inter-correlating variables with a smaller number of continuous latent variables called factors. The factors are believed to be responsible for the inter-correlations. [For confirmatory factor analysis, please use the tag 'confirmatory-factor'. Also, the term "factor" of factor analysis should not be confused with "factor" as categorical predictor of a regression/ANOVA.]

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Determining Relative Weights

I am looking for some recommendations and more specifics about how to do the following: Objective: To determine the weights of a number of stock valuation metrics. I am looking at doing this across 1 …
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