On the matrix formulation of Kaiser's varimax criterion |
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Authors: | Professor H. Neudecker |
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Affiliation: | (1) University of Amsterdam, The Netherlands;(2) Department of Econometrics and Mathematical Economics, Jodenbreestraat 23, 1011 NH Amsterdam, The Netherlands |
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Abstract: | The author provides a full-fledged matrix derivation of Sherin's matrix formulation of Kaiser's varimax criterion. He uses matrix differential calculus in conjunction with the Hadamard (or Schur) matrix product. Two results on Hadamard products are presented. |
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Keywords: | Matrix differential calculus Hadamard (or Schur) product Varimax |
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