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Factor Analysis

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Multivariate Statistics

A certain selection and discretion must be used in producing a realistic effect. Sherlock Holmes in “A Case of Identity” In factor analysis, we address the same problem of reducing the dimension of a multivariate random variable, but we want to fix, from the start, the number of factors. Each factor will then be interpreted as a latent characteristic of the individuals revealed by the original variables.

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© 2007 Springer Science+Business Media, LLC

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(2007). Factor Analysis. In: Multivariate Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-73508-5_10

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