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Positive loadings and factor correlations from positive covariance matrices

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Abstract

In many instances it is reasonable to assume that the population covariance matrix has positive elements. This assumption implies for the single factor analysis model that the loadings and regression weights for best linear factor prediction are positive. For the multiple factor analysis model where each variable loads on a single factor and a hierarchical factor model, it implies that the loadings and the factor correlations are positive. For the latter model it also implies that the regression weights for first- and second-order factor prediction are positive.

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Correspondence to Wim P. Krijnen.

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I would like to thank Conor Dolan for fruitful discussions on factor analysis, and the associate editor as well as three reviewers for making useful remarks on earlier versions of the manuscript.

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Krijnen, W.P. Positive loadings and factor correlations from positive covariance matrices. Psychometrika 69, 655–660 (2004). https://doi.org/10.1007/BF02289861

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  • DOI: https://doi.org/10.1007/BF02289861

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