Least Squares Method for Factor Analysis

Jia Chen
M.S., 2010
Advisor: Jan de Leeuw
This paper demonstrates the implementation of using alternating least squares to solve the common factor analysis. The algorithm leads to convergence and accumulation points of the sequences it generates will be stationary points. In addition to implementing the Procrustus algorithm, it provides a means of verifying that the solution obtained is at least a local minimum of the loss function.
2010