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Some Further Inequalities and an Identity in Factor Analysis
Published online by Cambridge University Press: 01 January 2025
Abstract
Let x denote one of the variables in a factor analysis model. In 1935 Roff proved that the communality of x is greater than or equal to the squared multiple correlation coefficient of x with the other variables in the model. In this paper it is shown that the inequality is the first of an infinite sequence of inequalities, each sharper than the one before, and that the condition for equality is the same for all members of the sequence. Also, the limiting inequality is considered and the condition for equality derived. As this condition is always satisfied in a factor analysis model, the inequality is really an identity.
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- Copyright © 1969 The Psychometric Society
Footnotes
The research herein reported was supported by HEW OE-6-10-278.