Approximate uniqueness estimates for singular correlation matrices |
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Authors: | C. T. Finkbeiner L. R. Tucker |
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Affiliation: | (1) University of Illinois at Urbana-Champaign Educational Testing Service, USA;(2) Winton Hill Technical Center, The Procter & Gamble Company, 6110 Center Hill Road, 45224 Cincinnati, Ohio |
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Abstract: | The residual variance (one minus the squared multiple correlation) is often used as an approximation to the uniqueness in factor analysis. An upper bound approximation to the residual variance is given for the case when the correlation matrix is singular. The approximation is computationally simpler than the exact solution, especially since it can be applied routinely without prior knowledge as to the singularity or nonsingularity of the correlation matrix. |
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Keywords: | uniquenesses communalities factor analysis |
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