Longitudinal factor analysis

A model is presented for factor analysing scores on a set of psychological tests administered as both pre- and postmeasures in a study of change. The model assumes that the same factors underlie the tests on each occasion, but that factor scores as well as factor loadings may change between occasions. Factors are defined to be orthogonal between as well as within occasions. A two-stage least squares procedure for fitting the model is described, and generally provides a unique rotation solution for the factors on each occasion.We thank M. W. Browne, R. P. McDonald, R. Pruzek, and the Managing Editor for their constructive comments.     

Orthogonal rotation algorithms

The quartimax and varimax algorithms for orthogonal rotation attempt to maximize particular simplicity criteria by a sequence of two-factor rotations. Derivations of these algorithms have been fairly complex. A simple general theory for obtaining two factor at a time algorithms for any polynomial simplicity criteria satisfying a natural symmetry condition is presented. It is shown that the degree of any symmetric criterion must be a multiple of four. A basic fourth degree algorithm, which is applicable to all symmetric fourth degree criteria, is derived and applied using a variety of criteria. When used with the quartimax and varimax criteria the algorithm is mathematically identical to the standard algorithms for these criteria. A basic eighth degree algorithm is also obtained and applied using a variety of eighth degree criteria. In general the problem of writing a basic algorithm for all symmetric criteria of any specified degree reduces to the problem of maximizing a trigonometric polynomial of degree one-fourth that of the criteria.This research was supported by the Bell Telephone Laboratories, Murray Hill, New Jersey and NIH Grant FR-3.