Monday, July 14, 2014

FA (factor analysis) & PCA (principal component analysis)

기본적으로 linear algebra 를 공부한 뒤 (SVD까지는 알아야 함) 

PCA 
http://sites.stat.psu.edu/~ajw13/stat505/fa06/16_princomp/ 

FA 
http://sites.stat.psu.edu/~ajw13/stat505/fa06/17_factor/ 


PCA vs FA
1. by program 
http://stats.stackexchange.com/questions/102882/steps-done-in-factor-analysis-compared-to-steps-done-in-pca/102999#102999 

2. by plot 
http://stats.stackexchange.com/questions/95038/how-does-factor-analysis-explain-the-covariance-and-pca-explains-the-variance/95106#95106 

3. by theory 
http://stats.stackexchange.com/questions/94048/pca-and-exploratory-factor-analysis-on-the-same-data-set/94104#94104 


more 
http://stats.stackexchange.com/questions/50745/best-factor-extraction-methods-with-reference-to-spss

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