1. factor analysis: calculate factor scores?

Dear all,

I have a principal component analysis on the basis of a correlation

matrix of 15 variables, which -in turn- is based upon cross-sectional

individual information.

If you use the 'raw data' as the input of PROC FACTOR, it automatically

derives the factor scores. However, the factor analysis (actually, its

PCA) was based on the correlation matrix (for a very good reason, trust

me).

The question is: how do I get the individual factor scores in this case?

I know that the factor-values are the result of multiplying the scoring

coefficients with the original variables, but as far as I know, I do not

have these scoring coefficients. Or am I wrong?

The output-file contains the standardized regression coefficients for

the factors and the variables. As I have 15 variables and 3 factors, I

have 45 standardized regression coefficients. I know that the matrix of

scoring coefficients is the inverse of the matrix of regression

coefficients, so what I need to do (but don't know how to do it), is

make a matrix of 15 columns and 3 rows, invert it, and use the resulting

scoring coefficients to calculate the 3 factorscores for every

individual in my dataset.

In short, my questions are:

1. Is it true that PCA does not print the standardized scoring

coefficients if the PCA is based upon a correlation matrix?

2. If so, how can I calculate these standardized scoring coefficients?

Any help would be appreciated.

Gijs

--

Dr. Gijs Dekkers

Federaal Planbureau

Algemene Directie

Kunstlaan 47-49

B 1000 Brussel

++32/(0)2/5077413

fax 7373

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