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MathGroup Archive 1997

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Re: Help me:Statistic-Multivareate Analysis

  • To: mathgroup at
  • Subject: [mg5918] Re: [mg5895] Help me:Statistic-Multivareate Analysis
  • From: Steve.Hunka at (Steve Hunka)
  • Date: Tue, 4 Feb 1997 00:03:41 -0500
  • Organization: University of Alberta
  • Sender: owner-wri-mathgroup at

In article <5d2i9g$cm0 at>, cefortel at (Manuel
Rodrigues) wrote:

> Who tell me ??
> I see in a statistical text the following words:
> "VARIMAX rotation".
> Who can help me about that.
> A student of a professional school asked me that.
> Thank you for your help.
> Manuel Rodrigues.
> Cefortel at
Manuel Rodrigues asked what is Varimax rotation. Varimax rotation is an 
orthogonal rotation developed by Henry Kaiser and is used primarily in 
the context of the technique called Factor Analysis. A commonly used 
method in factor analysis resolves a correlation matrix into components
(factors) which are eigenvectors rescaled by the sq-root of their 
eigenvalues. The result gives projections of each variable onto an 
orthogonal axes, and Varimax is a procedure for iteratively maximizing
the variance of these projections. The result gives a new set of projections
which show a clustering of the variables on a single axis (factor) thus
making it more interpretable (Thurstone's Simple Structure notion). The
original reference is a PhD thesis, but the following references may help:
Kaiser, H.F., The Varimax criterion for analytic rotation in Factor 
Analysis, Psychometrika, XXIII (1958), p187-200, and Kaiser, H.F.,
Computer program for Varimax rotation in Factor Analysis, Educ. & Psych.
XIX, 3, 1959. A good text, but out of print, by Stanley Mulaik (Introduction
to Modern Factor Analysis) is also a good source. Steve Hunka, U Alberta,
steve.hunka at

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