matlab rotatefactors,Rotate factor loadings

rotatefactors

Rotate factor loadings

Syntax

B = rotatefactors(A)

B = rotatefactors(A,'Method','orthomax','Coeff',gamma)

B = rotatefactors(A,'Method','procrustes','Target',target)

B = rotatefactors(A,'Method','pattern','Target',target)

B = rotatefactors(A,'Method','promax')

[B,T] = rotatefactors(A,...)

Description

B = rotatefactors(A) rotates the d-by-m loadings

matrix A to maximize the varimax criterion, and

returns the result in B. Rows of A and B correspond

to variables and columns correspond to factors, for example, the (i, j)th

element of A is the coefficient for the i th

variable on the j th factor. The matrix A usually

contains principal component coefficients created with pca or pcacov,

or factor loadings estimated with factoran.

B = rotatefactors(A,'Method','orthomax','Coeff',gamma) rotates A to

maximize the orthomax criterion with the coefficient gamma,

i.e., B is the orthogonal rotation of A that

maximizes

sum(D*sum(B.^4,1) - GAMMA*sum(B.^2,1).^2)

The default value of 1 for gamma corresponds

to varimax rotation. Other possibilities include gamma =

0, m/2, and d(m-

1)/(d+ m - 2), corresponding

to quartimax, equamax, and parsimax. You can also supply 'varimax', 'quartimax', 'equamax',

or 'parsimax' for the 'method' parameter

and omit the 'Coeff' parameter.

If 'Method' is 'orthomax', 'varimax', 'quartimax', 'equamax',

or 'parsimax', then additional parameters are

'Normalize' — Flag indicating

whether the loadings matrix should be row-normalized for

rotation. If 'on' (the default), rows of A are

normalized prior to rotation to have unit Euclidean norm, and unnormalized

after rotation. If 'off', the raw loadings are

rotated and returned.

'Reltol' — Relative convergence

tolerance in the iterative algorithm used to find T.

The default is sqrt(eps).

'Maxit' — Iteration limit

in the iterative algorithm used to find T. The

default is 250.

B = rotatefactors(A,'Method','procrustes','Target',target) performs

an oblique procrustes rotation of A to the d-by-m target

loadings matrix target.

B = rotatefactors(A,'Method','pattern','Target',target) performs

an oblique rotation of the loadings matrix A to

the d-by-m target pattern

matrix target, and returns the result in B. target defines

the "restricted" elements of B, i.e., elements

of B corresponding to zero elements of target are

constrained to have small magnitude, while elements of B corresponding

to nonzero elements of target are allowed to take

on any magnitude.

If 'Method' is 'procrustes' or 'pattern',

an additional parameter is 'Type', the type of

rotation. If 'Type' is 'orthogonal',

the rotation is orthogonal, and the factors remain uncorrelated.

If 'Type' is 'oblique' (the

default), the rotation is oblique, and the rotated factors might be

correlated.

When 'Method' is 'pattern',

there are restrictions on target. If A has m columns,

then for orthogonal rotation, the jth column of target must

contain at least m - j zeros.

For oblique rotation, each column of target must

contain at least m - 1 zeros.

B = rotatefactors(A,'Method','promax') rotates

A to maximize the promax criterion, equivalent to an oblique Procrustes

rotation with a target created by an orthomax rotation. Use the four

orthomax parameters to control the orthomax rotation used internally

by promax.

An additional parameter for 'promax' is 'Power',

the exponent for creating promax target matrix. 'Power' must

be 1 or greater. The default is 4.

[B,T] = rotatefactors(A,...) returns the

rotation matrix T used to create B,

that is, B = A*T. You can find the correlation

matrix of the rotated factors by using inv(T'*T).

For orthogonal rotation, this is the identity matrix, while for oblique

rotation, it has unit diagonal elements but nonzero off-diagonal elements.

Examples

rng('default') % for reproducibility

X = randn(100,10);

% Default (normalized varimax) rotation:

% first three principal components.

LPC = pca(X);

[L1,T] = rotatefactors(LPC(:,1:3));

% Equamax rotation:

% first three principal components.

[L2,T] = rotatefactors(LPC(:,1:3),...

'method','equamax');

% Promax rotation:

% first three factors.

LFA = factoran(X,3,'Rotate','none');

[L3,T] = rotatefactors(LFA(:,1:3),...

'method','promax',...

'power',2);

% Pattern rotation:

% first three factors.

Tgt = [1 1 1 1 1 0 1 0 1 1; ...

0 0 0 1 1 1 0 0 0 0; ...

1 0 0 1 0 1 1 1 1 0]';

[L4,T] = rotatefactors(LFA(:,1:3),...

'method','pattern',...

'target',Tgt);

inv(T'*T) % Correlation matrix of the rotated factors

ans =

1.0000 -0.9593 -0.7098

-0.9593 1.0000 0.5938

-0.7098 0.5938 1.0000

References

[1] Harman, H. H. Modern Factor

Analysis. 3rd ed. Chicago: University of Chicago Press,

1976.

[2] Lawley, D. N., and A. E. Maxwell. Factor

Analysis as a Statistical Method. 2nd ed. New York: American

Elsevier Publishing, 1971.

Introduced before R2006a