matlab做kmo检验的代码,KMO检验

谢老师，因子分析的KMO检验我没太懂。计算公式我看的《应用多元统计分析》(李卫东 2008)，但是上面写的比较模糊。

另外我从国外的网上下了一个计算KMO的函数文件，现分享出来，因为似乎有很多人需要这个代码：

function [A,B] = kmo(X)

%KMO Kaiser-Meyer-Olkin Measure of Sampling Adequacy.

% Factor analysis can be used as a guide to how coherently a set of variables

% relate to a hypothesized underlying dimension that they are all being used

% to measure. External validity analysis assesses whether the scale that has

% been constructed performs as theoretically expected in correlation with

% other variables to which it is expected to be related.

% There are some assumptions about the characteristics of factors that are

% extracted and defined that are unobserved common dimensions that may be

% listed to account for the correlations among observed variables. Sampling

% adequacy predicts if data are likely to factor well, based on correlation

% and partial correlation. Is used to assess which variables to drop from the

% model because they are too multicollinear.

% It has been suggested that inv(R) should be a near-diagonal matrix in order

% to successfully fit a factor analysis model.  To assess how close inv(R)

% is to a diagonal matrix, Kaiser (1970) proposed a measure of sampling

% adequacy, now called KMO (Kaiser-Meyer-Olkin) index. The common part, called

% the image of a variable, is defined as that part which is predictable by

% regressing each variable on all other variables.

% The anti-image is the specific part of the variable that cannot be predicted.

% Examining the anti-image of the correlation matrix. That is the negative of the

% partial correlations, partialling out all other va