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Educational and Psychological Measurement, Vol. 47, No. 3, 617-619 (1987)
DOI: 10.1177/001316448704700309
© 1987 SAGE Publications

Factor Analysis of Partial Covariance Matrices

Joseph Levin

Tel Aviv University

Partial covariance matrices Cy.x are sometimes employed in factor analytic studies. The relation between the factor pattern Cyy and Cy.x is derived, where x and y are any two sets of variables. It is shown that the factor pattern is invariant, and the factor intercorrelation matrix P becomes Pf.x, where the latter is the variance covariance matrix of the factors f.x, i.e., f from which x is partialed out. The factor pattern of the two solutions can be rotated to proportional profiles in orthogonal space.


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