How is indeterminacy assessed and how are factor score estimates evaluated?


       The SAS IML programs on the main page provide the means for evaluating the degree of factor score indeterminacy in the results of a common factor analysis. These programs are described and discussed in Grice (2001;  Computing and evaluating factor scores. In press, Psychological Methods.). Any type of exploratory factor analysis conducted by SAS, using any type of rotation, and specifying any number of factors to extract can be evaluated by the programs. They can also be used to help researchers select from the different methods of estimating factor scores and to evaluate the estimates once they have been calculated. Both  refined (exact, complex) and coarse (inexact, unit-weighted) factor score estimates can be computed and evaluated. Annotated examples for each program as well as annotated output are provided.

       Unfortunately, SPSSís Matrix routine and general program structure is too limited to write similar scripts for this software. The reader is referred to Gorsuch Ďs Factor Analysis text (1983), page 273, for the formulas needed to evaluate factor score estimates and to Guttman's (1955) classic paper for the formulas needed to compute the degree of determinacy in the common factors.
 

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