The mathematical theory of factorial invariance under selection
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It is first demonstrated that Aitken's selection formulas are equivalent to a linear transformation in the factor space. On this basis the Thomson-Ledermann theorem concerning the invariance of the number of common factors under selection, and a theorem concerning the invariance of factor loadings under selection are derived. A mathematical proof of the results of Thurstone, which are concerned with the invariance of simple structure under selection, is given. The paper provides a conclusive answer to the question, considered by Thurstone and Thomson, whether a multivariate selection is always reducible to successive univariate selections.
KeywordsPublic Policy Factor Loading Statistical Theory Mathematical Theory Linear Transformation
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