Abstract
This paper is addressed to the classical problem of estimating factor loadings under the condition that the sum of squares of off-diagonal residuals be minimized. Communalities consistent with this criterion are produced as a by-product. The experimental work included several alternative algorithms before a highly efficient method was developed. The final procedure is illustrated with a numerical example. Some relationships of minres to principal-factor analysis and maximum-likelihood factor estimates are discussed, and several unresolved problems are pointed out.
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The authors wish to thank the Factor Analysis Work Group (supported, in part, by ONR) for valuable criticisms and suggestions made in the course of a discussion of the present work in April, 1965.
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Harman, H.H., Jones, W.H. Factor analysis by minimizing residuals (minres). Psychometrika 31, 351–368 (1966). https://doi.org/10.1007/BF02289468
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DOI: https://doi.org/10.1007/BF02289468