Coming soon - Get a detailed view of why an account is flagged as spam!
view details

This post has been de-listed

It is no longer included in search results and normal feeds (front page, hot posts, subreddit posts, etc). It remains visible only via the author's post history.

3
Recommendations for Book/MOOC/Other on PCA, Factor Analysis, SVD...
Post Body

This summer for fun I did the first four courses of Harvard EdX Ph525 The part I was really trying to dig into was the math behind Factor Analysis, which they ended up barely scratching the surface of.

So, I pretty much understand the basics of singular value decomposition, and how that relates to Principal Components. I am trying to help a friend do some custom work involving "Confirmatory Factor Analysis", involving restrictions (e.g., restricting the factor loadings for two sets of data to be equal, and testing the LaGrange multipliers/scores to see how much relaxing that restriction would improve the fit. (I am aware of and will be using the lavaan package in R- but need to understand exactly what is going on in the background.) Any suggestions of a good book or other resource that goes through the guts of the mathematics behind all of this?

I am decent enough at math/stats so that as long as the language they are speaking is in terms of matrix algebra and/or linear models, I'll be able to get it. But, if there is a book that combines the theory with a little bit of applied context, that would be wonderful as well. Thank you in advance for your time!

Author
Account Strength
100%
Account Age
10 years
Verified Email
Yes
Verified Flair
No
Total Karma
12,396
Link Karma
122
Comment Karma
11,784
Profile updated: 5 days ago
Posts updated: 1 month ago
Ph.D.*Economics

Subreddit

Post Details

We try to extract some basic information from the post title. This is not always successful or accurate, please use your best judgement and compare these values to the post title and body for confirmation.
Posted
6 years ago