Chapter 9 Covariance Structures and Factor Analysis
Routines
Principal Components
Principal component analysis
, PRINCCommon principal components for several covariance matrices
, KPRINFactor Analysis
Factor Extraction
Unrotated factor estimates
, FACTRFactor Rotation and Summarization
Orthomax rotations
, FROTAProcrustes rotation
, FOPCSDirect oblimin rotation
, FDOBLPromax or Procrustes rotation
, FPRMXHarris-Kaiser rotation
, FHARRGeneralized Crawford-Ferguson rotation
, FGCRFFactor Scores
Factor score coefficients
, FCOEFResidual Correlation
The residual correlation matrix
, FRESIIndependence of Sets of Variables and Canonical Correlation Analysis
Test of independence of several sets of variates
, MVINDCanonical correlation analysis from raw data
, CANCRCanonical correlation analysis from covariance matrix
, CANVC