Example: stock market
Factor Analysis - Harvard University

Factor Analysis - Harvard University

Back to document page

Factor loadings: λ ij λ ij = corr(Y i,F j) ! Communality of Y i: h i 2 h i 2 = λ i1 2 + λ i2 2=% variance of Y i explained by F 1 AND F 2 ! Uniqueness of Y i: 1-h i 2! Degree of factorial determination: =Σ λ ij 2/n, n=# observed variables Y 15

  Factors

Download Factor Analysis - Harvard University


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries