Re: Factor analysis with many variables

On Nov 25, 10:46 am, Old Mac User <chendrixst...@xxxxxxxxx> wrote:
[...] Both PCA and Factor Analysis are sensitive to scaling...

That depends on the method of estimation. For factor analysis there
are several scale-equivariant methods: canonical/maximum likelihood/
maximum determinant, generalized least squares, alpha, and various
versions of weighted least squares come to mind; for PCA there is a
method called Harris component analysis (which really deserves to be
more widely used than it is).
.

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