Covariance Structures and Factor Analysis
Routines
9.1 Principal Components
Principal component analysis
PRINCCommon principal components for several covariance matrices
KPRIN9.2 Factor Analysis
9.2.1 Factor Extraction
Unrotated factor estimates
FACTR9.2.2 Factor Rotation and Summarization
Procrustes rotation
FOPCSDirect oblimin rotation
FDOBLPromax or Procrustes rotation
FPRMXHarris-Kaiser rotation
FHARRGeneralized Crawford-Ferguson rotation
FGCRF9.2.3 Factor Scores
Factor score coefficients
FCOEF9.2.4 Residual Correlation
The residual correlation matrix
FRESI9.3 Independence 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
CANVCPublished date: 03/19/2020
Last modified date: 03/19/2020