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Factor Analysis
19-1
Chapter Outline
1) Overview
2) Basic Concept
3) Factor Analysis Model
4) Statistics Associated with Factor
Analysis
19-2
Chapter Outline
5) Conducting Factor Analysis
i.
Problem Formulation
ii.
iii.
iv.
Number of of Factors
v.
Rotation of Factors
vi.
Interpretation of Factors
vii.
Factor Scores
viii.
ix.
Model Fit
19-3
Chapter Outline
6) Applications of Common Factor Analysis
7) Summary
19-4
Factor Analysis
19-5
Factors Underlying
Selected Psychographics
and Lifestyles
Fig. 19.1
Factor 2
Football
Baseball
Evening at home
Factor 1
Go to a party
Movies
19-6
where
Xi =
i th standardized variable
Aij =
standardized multiple regression coefficient of
variable
i on common factor j
F
=
common factor
Vi =
standardized regression coefficient of variable i on
unique factor i
Ui =
the unique factor for variable i
m =
number of common factors
2007 Prentice Hall
19-7
Where:
Fi
estimate of i th factor
Wi
number of variables
19-8
19-9
19-10
19-11
19-12
NUMBER
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
V1
7.00
1.00
6.00
4.00
1.00
6.00
5.00
6.00
3.00
2.00
6.00
2.00
7.00
4.00
1.00
6.00
5.00
7.00
2.00
3.00
1.00
5.00
2.00
4.00
6.00
3.00
4.00
3.00
4.00
2.00
V2
3.00
3.00
2.00
5.00
2.00
3.00
3.00
4.00
4.00
6.00
4.00
3.00
2.00
6.00
3.00
4.00
3.00
3.00
4.00
5.00
3.00
4.00
2.00
6.00
5.00
5.00
4.00
7.00
6.00
3.00
V3
6.00
2.00
7.00
4.00
2.00
6.00
6.00
7.00
2.00
2.00
7.00
1.00
6.00
4.00
2.00
6.00
6.00
7.00
3.00
3.00
2.00
5.00
1.00
4.00
4.00
4.00
7.00
2.00
3.00
2.00
V4
4.00
4.00
4.00
6.00
3.00
4.00
3.00
4.00
3.00
6.00
3.00
4.00
4.00
5.00
2.00
3.00
3.00
4.00
3.00
6.00
3.00
4.00
5.00
6.00
2.00
6.00
2.00
6.00
7.00
4.00
V5
2.00
5.00
1.00
2.00
6.00
2.00
4.00
1.00
6.00
7.00
2.00
5.00
1.00
3.00
6.00
3.00
3.00
1.00
6.00
4.00
5.00
2.00
4.00
4.00
1.00
4.00
2.00
4.00
2.00
7.00
V6
4.00
4.00
3.00
5.00
2.00
4.00
3.00
4.00
3.00
6.00
3.00
4.00
3.00
6.00
4.00
4.00
4.00
4.00
3.00
6.00
3.00
4.00
4.00
7.00
4.00
7.00
5.00
3.00
7.00
2.00
19-13
Problem formulation
Construction of the Correlation Matrix
Method of Factor Analysis
Determination of Number of Factors
Rotation of Factors
Interpretation of Factors
Calculation of
Factor Scores
2007 Prentice Hall
Selection of
Surrogate Variables
19-14
Conducting Factor
Analysis
Formulate the Problem
19-15
Correlation
Matrix
Table 19.2
19-16
Matrix
The analytical process is based on a matrix of
correlations between the variables.
19-18
Results of Principal
Components Analysis
Table 19.3
19-19
Results of Principal
Components Analysis
Table 19.3,
cont.
19-20
Results of Principal
Components Analysis
Table 19.3,
cont.
19-21
Results of Principal
Components Analysis
Table 19.3,
cont.
19-22
Factors
A Priori Determination. Sometimes, because of prior
knowledge, the researcher knows how many factors to
expect and thus can specify the number of factors to be
extracted beforehand.
19-23
19-24
Scree Plot
Fig. 19.3
3.0
Eigenvalue
2.5
2.0
1.5
1.0
0.5
0.0
1
2007 Prentice Hall
4
5
6
3Component Number
19-25
Conducting Factor
Analysis
Rotate
Factors
Although the
initial or unrotated factor matrix indicates
19-27
Conducting Factor
Analysis
Rotate
Factors
The most commonly used method for rotation is the
19-28
1
X
X
X
X
X
(a)
High Loadings
Before Rotation
2007 Prentice Hall
2
X
X
X
X
Factors
Variables
1
2
3
4
5
6
1
X
2
X
X
X
X
X
(b)
High Loadings
After Rotation
19-29
Conducting Factor
Analysis
Interpret Factors
19-30
Factor Loading
Plot
Fig. 19.5
Component Plot
in
Rotated
Space
Component
1
V4
V6
1.0
V2
V1
02
V2
0.5
0.0
V3
V1
V5
V3
0.962
-5.72E-02
0.934
-2.66E0.848
-0.146
V4
-9.83E-02
0.854
-0.5
V5
02
-0.933
-8.40E-
-1.0
V6
1.0
0.5
0.0
-0.5
-1.0
8.337E-02
0.885
19-31
Conducting Factor
Analysis
Calculate Factor Scores
The factor scores for the ith factor may
be estimated
as follows:
19-32
Conducting Factor
Analysis
Select
Surrogate
By examining the factor matrix, one could select
Variables
for each factor the variable with the highest
19-33
Conducting Factor
Analysis
Determine the Model Fit
19-34
Results of Common
Factor Analysis
Table 19.4
19-35
Results of Common
Factor Analysis
Table 19.4,
cont.
19-36
Results of Common
Factor Analysis
Table 19.4,
cont.
19-37
Results of Common
Factor Analysis
Table 19.4,
cont.
19-38
SPSS
Windows
19-39
SPSS Windows:
Principal Components
1.
2.
3.
4.
5.
6.
7.
8.
19-40