SELECTION A METHOD FOR ESTIMATING THE VALUES OF COMMON FACTORS FOR INDIVIDUAL OBJECTS IN THE FACTORIAL ANALYSIS AND THEIR COMPARISON WITH ZERO LOADS ON SOME SPECIFIC FACTORS

The article considers methods of estimating the values of the common factors for individual observations, make a choice between the three most used methods in practice evaluation of factor values: the regression method, Bartlett method and the method of "ideal settings" Harman. However, these methods cannot be used if the variance of some specific factors equal to zero. A method is proposed for solving the problem in this case. The meaning of the method consists in adding to the original artificially generated variables specific factors, in order to transformed data it was possible to apply the methods of evaluation of factor values. The proposed method is suitable for use in the case of collinearity initial signs that extends the application of factor analysis. More other method considered "ideal settings" Harman. We prove the extreme properties of the method.

факторный анализ, общие факторы, специфи ческие факторы, матрица нагрузок на факторы, вырожденное распределение, методы оценки значений общих факторов, метод Бартлетта, метод «идеальных параметров» Хармана, factor analysis, General factors, specific factors, the matrix of loadings on the factors, degenerate distribution, methods of evalua tion values of common factors, the Bartlett method, the method of "ideal settings" Harman

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