Published online by Cambridge University Press: 01 January 2025
Varimax rotation consists of iteratively rotating pairs of columns of a matrix to a maximal sum (over columns) of variances of squared elements of the matrix. Without loss of optimality, the two rotated columns can be permuted and/or reflected. Although permutations and reflections are harmless for each planar rotation per se, they can be harmful in Varimax rotation. Specifically, they often give rise to the phenomenon that certain pairs of columns are consistently skipped in the iterative process, whence Varimax will be terminated at a nonstationary point. The skipping phenomenon is demonstrated, and it is shown how to prevent it.
The author is obliged to Henk Kiers for commenting on a previous draft.