Abstract
The VARIMAX rotation for factor analysis is used to orthogonally transform the factor subspace, resulting from partial least-square regression (PLSR). If the factors are nearly orthogonal, the transformation may help to interpret the physical meaning of each factor without altering the results of a PLSR model. A case study shows that after the VARIMAX rotation, the loading matrix satisfies "the simple structure criterion" and improves its explanatory ability.
| Original language | English |
|---|---|
| Pages (from-to) | 207-219 |
| Number of pages | 13 |
| Journal | Computational Statistics and Data Analysis |
| Volume | 48 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1 Jan 2005 |
Keywords
- Factor analysis
- Factor subspace
- Partial least-squares regression
- VARIMAX rotation
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