Varimax Rotation Properties
- From: Mike - EMAIL IGNORED <m_d_berger_1900@xxxxxxxxx>
- Date: Mon, 03 Jul 2006 21:21:26 -0400
I have written a varimax rotation in C++ and run it on
the "Five Socio-Economic Variables" used in Harman,
third edition. All computation are in C++ double
(64 bit floating point). Here are my results:
rotated factor coefficients: 5 2
-0.993765 0.016025
0.008817 0.940759
-0.980067 0.137021
-0.447137 0.824806
0.006050 0.968227
These results agree with Harman (Table 13.6) with an
error no greater than +- 0.00003 (not good enough if
you ask me) notwithstanding some difference in
arrangement.
Next I multiplied this matrix by the original data,
to get a 12x2 matrix and computed the unbiased
Pearson correlation matrix on the columns. Here
are the results:
cor: 2 2
1.000000 -0.090594
-0.090594 1.000000
I would have expected the off-diagonal correlations
to be essentially zero, which they clearly are not.
Wherein to I err?
Thanks for your help.
Mike.
.
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