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Applied Statistics Using SPSS. Topic: Factor Analysis By Prof Kelly Fan, Cal State Univ, East Bay. Outline. Introduction Principal component analysis Rotations Using communalities other than one. Introduction. Reduce data
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Applied Statistics Using SPSS Topic: Factor Analysis By Prof Kelly Fan, Cal State Univ, East Bay
Outline • Introduction • Principal component analysis • Rotations • Using communalities other than one
Introduction • Reduce data • Summarize many ordinal categorical factors by a few combinations of them (new factors)
Example. 6 Questions • Goal: a measure of depression and a measure of happiness (how pleasant) • 6 questions with response using number 1 to 7. The smaller the number is, the stronger the subject agrees. 4: no opinion
Example. 6 Questions • I usually feel blue. • People often stare at me. • I think that people are following me. • I am usually happy. • Someone is trying to hurt me. • I enjoy going to parties. Q. Which questions will a depressed person likely agree with? A happy person?
Principal Component Analysis Analyze >> Data Reduction >> Factor… The bigger the eigenvalue is, the more information this factor (component) carries.
Communalities • Communalities represent how much variance in the original variables is explained by all of the factors kept in the analysis.
Discussion • Q4 & Q6 are highly and positively correlated and so should be at the same direction of any factor (here component 1 & 2) • Similarly, the other questions should be at the same direction of factor 1 & 2 (component 1 & 2) • Need a rotation!!
Rotation: Promax Method (optional) • Used when factors (depression/happiness) are allowed to be correlated (non-orthogonal)
Using Communalities Other Than One • When the original questions are not equally important • Different methods of “extraction”
Un-weighted Least Squares • Initial communality of a question is the R^2 (squared multiple correlation) of regressing all others against this question