Standard Errors for Rotated Factor Loadings by Normalized Orthomax Method

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  • 規準化オーソマックス法における因子負荷の標準誤差
  • 規凖化オーソマツクス法における因子負荷の標準誤差
  • キジュンカ オーソマックスホウ ニ オケル インシ フカ ノ ヒョウジュン ゴ

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The varimax rotation, a special case of the orthomax method, usually contains the process of normalization by the communalities of manifest variables. After rotation, factor loadings are re-scaled so that the communalities have original values. Although the standard errors of rotated factor-loadings have been discussed from the general view point of estimation of parameters with restrictions, the actual standard errors for normalized rotation have not been provided. In this paper a method of estimating the asymptotic standard errors in the normalized orthomax rotation is given. Two artificial examples are provided in which standard errors become extremely large with or without normalization.

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