Covariance Structures and Factor Analysis

PRINCIPAL COMPONENTS

ROUTINE DESCRIPTION
PRINC Computes principal components from a variance-covariance matrix or a correlation matrix.
KPRIN Maximum likelihood or least-squares estimates for principal components from one or more matrices.
 

FACTOR ANALYSIS

FACTOR EXTRACTION

ROUTINE DESCRIPTION
FACTR Extracts initial factor loading estimates in factor analysis.
 

FACTOR ROTATION AND SUMMARIZATION

ROUTINE DESCRIPTION
FROTA Computes an orthogonal rotation of a factor loading matrix using a generalized orthomax criterion, including quartimax, varimax, and equamax rotations.
FOPCS Computes an orthogonal Procrustes rotation of a factor-loading matrix using a target matrix.
FDOBL Computes a direct oblimin rotation of a factor loading matrix.
FPRMX Computes an oblique Promax or Procrustes rotation of a factor loading matrix using a target matrix, including pivot and power vector options.
FHARR Computes an oblique rotation of an unrotated factor loading matrix using the Harris-Kaiser method.
FGCRF Computes direct oblique rotation according to a generalized fourth-degree polynomial criterion.
FIMAG Computes the image transformation matrix.
FRVAR Computes the factor structure and the variance explained by each factor.
 

FACTOR SCORES

ROUTINE DESCRIPTION
FCOEF Computes a matrix of factor score coefficients for input to the routine FSCOR.
FSCOR Computes a set of factor scores given the factor score coefficient matrix.
 

RESIDUAL CORRELATION

ROUTINE DESCRIPTION
FRESI Computes communalities and the standardized factor residual correlation matrix.
 

INDEPENDENCE OF SETS OF VARIABLES AND CANONICAL CORRELATION ANALYSIS

ROUTINE DESCRIPTION
MVIND Computes a test for the independence of k sets of multivariate normal variables.
CANCR Performs canonical correlation analysis from a data matrix.
CANVC Performs canonical correlation analysis from a variance-covariance matrix or a correlation matrix.