STATA中主成分分析与使用主成分法的因子分析的区别.pdf

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STATA 中主成分分析与使用主成分法的因子分析的区别
问题描述：在使用因子分析 factor 命令中，抽取共因子的方法包括主成分法、主因子法、
迭代因子以
x5
0 x3
x2
Component 2
x4
-.5
x1
.3 .35 .4 .45
Component 1


. estat loading,cnorm(eigen)
Principal component loadings (unrotated) 主成分负荷
component normalization: sum of squares(column) = eigenvalue

----------------------------------
Comp1 Comp2
-------------+--------------------
x1 .6091 -.7003
x2 .8758 -.1886
x3 .8051 .04705
x4 .8046 -.3825
x5 .8929 .2262
x6 .725 .4479
x7 .5988 .5591
----------------------------------

注：主成分向量＝负荷/特征值的开方
. estat kmo KMO 检验
Kaiser-Meyer-Olkin measure of sampling adequacy
-----------------------
Variable kmo
-------------+---------
x1
x2
x3
x4
x5
x6
2By Leokeeper
x7
-------------+---------
Overall
-----------------------

. estat smc
Squared multiple correlations of variables with all other variables
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Variable smc