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???,?X=(x1, x2,

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Title: Author: dell Last modified by: ZMG Created Date: 4/17/2003 6:11:00 AM Document presentation format: Company: m Other titles – PowerPoint PPT presentation

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Title: ???,?X=(x1, x2,


1
????
  • ??????

2
????
  • ??????
  • ?????
  • ??????????????????????

3
????????
  • ???,?X(x1, x2, ,xp)?????????,??
  • f(f1,f2,,fm)???(??)??(common
    factor),????(factor)

4
  • e(e1,e2,,ep)?????(specific factor)
  • f?e?????????????
  • µ(µ1,µ2,,µp)?????x?????
  • A(aij)pm?????(??)(factor loading)??

5
  • ????x??????,??????????????,???1.????
  • ??(1)fi????0,???1
  • (2)ei????0,???di
  • (3) fi?ei????.
  • ??x???m??????????

6
  • ?????(4)fi?fj????(i?j),???????????????
  • ????????????
  • x???????
  • ?

7
  • (1)hi2?m???????i??????,???i????(communality)?????,
    ?????(common variance)
  • (2)di??????(specific variance),?????????????

8
  • ????(??)aij?????xi?????fj??????
  • ?
  • ?gj2?????fj?x???,???????fj?????????

9
?????????
  • ??????xnp,?????????,???????(??)
  • ?????????R(rij)pp
  • ????????????i (?1,?2,,?pgt0)?????????????li

10
  • ???????
  • ???????????hi2
  • ?????????,????????????
  • ??????????????

11
?????????????
  • ????(principal component factor)

12
  • ????????????????????????,??????????

13
  • ?????(maximum likelihood factor)
  • ???????????,????????????????,????????????????,??
    ??,??????

14
  • ????(principal factor)
  • ??????????R(rij),?????R-1(rij)???????????????
    ????????????,di1/rii??????????(hi)21-
    di1-1/rii?

15
  • ?(hi)2???????????????,?????????
  • (h1)2 r12 r1p
  • r21 (h2)2 r2p
  • R . . .
  • . . .
  • rp1 rp2 (hp)2
  • R??m???????????????????????

16
  • ??????(iterated principal factor)
  • ????????????,????????????,????????,????????????
    ?,????????????????????????,??????????????????,????
    ????

17
  • Heywood??
  • ????

18
??????
  • ???????????,?????0,?????1?
  • ???????

19
  • (1)????????
  • (varimax orthogonal rotation)
  • ??????????????(lij/hi2)???????,??????????????????
    ????
  • ????????????????????,?????????????

20
  • (2)????(oblique rotation)
  • ???????,????????????,??????????????????,??????????
    ????????????????
  • ?????????????

21
??????
  • Thomson?,????
  • ???????Bayes?????,???????????,??????????

22
  • Bartlett?
  • Bartlett???????????,??????????,???????????,????
    ??????
  • ???????????,???????????????

23
??????????
24
?????????????
  • ????
  • (1)??????,????????(Pearson??????)???????????
  • (2)??????

25
  • ???
  • ???????????????????????
  • ????
  • ????,???????80???????Heywood???

26
  • ??!
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