主成分分析与因子分析的异同比较及应用

主成分分析法和因子分析法都是从变量的方差-协方差结构入手,在尽可能多地保留原始信息的基础上,用少数新变量来解释原始变量的多元统计分析方法。教学实践中,发现学生运用主成分分析法和因子分析法处理降维问题的认识不够清楚,本文针对性地从主成分分析法、因子分析法的基本思想、使用方法及统计量的分析等多角度进行比较,并辅以实例。

Comparison and Application of Principal Component Analysis & Factor Analysis

Both principal component analysis and factor analysis are the statistical method which can take place of original variables with less new variables on the basis of trying to keep enough raw information. In the practice of teaching, the author found many students couldn't distinguish the two method clearly, so the paper compare those from different perspectives, essential ideas, the way of applying, statistical variables, etc. In the last ,the author applys these methods to a concrete promblem.