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Interpretation of partial least-squares regression models with VARIMAX rotation

  • Beihang University

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)207-219
Number of pages13
JournalComputational Statistics and Data Analysis
Volume48
Issue number1
DOIs
StatePublished - 1 Jan 2005

Keywords

  • Factor analysis
  • Factor subspace
  • Partial least-squares regression
  • VARIMAX rotation

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