Factor Analysis
Factor AnalysisNathaniel E. HelwigAssistant Professor of Psychology and StatisticsUniversity of Minnesota (Twin Cities)Updated 16-Mar-2017Nathaniel E. Helwig (U of Minnesota) Factor AnalysisUpdated 16-Mar-2017 : Slide 1CopyrightCopyrightc 2017 by Nathaniel E. HelwigNathaniel E. Helwig (U of Minnesota) Factor AnalysisUpdated 16-Mar-2017 : Slide 2Outline of Notes1) BackgroundOverviewFA vs PCA2) Factor Analysis ModelModel FormParameter EstimationFactor RotationFactor Scores3) Some ExtensionsOblique Factor ModelConfirmatory Factor Analysis4) Decathlon ExampleData OverviewEstimate Factor LoadingsEstimate Factor ScoresOblique RotationNathaniel E. Helwig (U of Minnesota) Factor AnalysisUpdated 16-Mar-2017 : Slide 3BackgroundBackgroundNathaniel E.
Factor Analysis Model Parameter Estimation Maximum Likelihood Estimation for Factor Analysis Suppose xi iid˘ N( ;LL0+ ) is a multivariate normal vector. The log-likelihood function for a sample of n observations has the form LL( ;L; ) = nplog(2ˇ) 2 + nlog(j n1j) 2 P i=1 (xi ) 0 1(x i ) 2 where = LL0+ . Use an iterative algorithm to maximize LL.
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