Breaking Our Silence on Factor Score Indeterminacy

Fuente: ERIC Institute of Education Sciences
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Main Author: Waller, Niels G.
Format: Recurso educativo Open Access
Language:en
Published: 2023
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author Waller, Niels G.
author_facet Waller, Niels G.
Waller, Niels G.
collection Education Resources Information Center
contents Breaking Our Silence on Factor Score Indeterminacy Waller, Niels G. Statistics Education Multivariate Analysis Factor Analysis Factor Structure Scores Equations (Mathematics) Computation Algorithms Although many textbooks on multivariate statistics discuss the common factor analysis model, few of these books mention the problem of factor score indeterminacy (FSI). Thus, many students and contemporary researchers are unaware of an important fact. Namely, for any common factor model with known (or estimated) model parameters, infinite sets of factor scores can be constructed to fit the model. Because all sets are mathematically exchangeable, factor scores are indeterminate. Our professional silence on this topic is difficult to explain given that FSI was first noted almost 100 years ago by E. B. Wilson, the 24th president (1929) of the American Statistical Association. To help disseminate Wilson's insights, we demonstrate the underlying mathematics of FSI using the language of finite-dimensional vector spaces and well-known ideas of regression theory. We then illustrate the numerical implications of FSI by describing new and easily implemented methods for transforming factor scores into alternative sets of factor scores. An online supplement (and the fungible R library) includes R functions for illustrating FSI.
format Recurso educativo Open Access
id eric_EJ1371508
institution ERIC Institute of Education Sciences
language en
publishDate 2023
record_format eric
spellingShingle Breaking Our Silence on Factor Score Indeterminacy
Waller, Niels G.
Statistics Education
Multivariate Analysis
Factor Analysis
Factor Structure
Scores
Equations (Mathematics)
Computation
Algorithms
Breaking Our Silence on Factor Score Indeterminacy Waller, Niels G. Statistics Education Multivariate Analysis Factor Analysis Factor Structure Scores Equations (Mathematics) Computation Algorithms Although many textbooks on multivariate statistics discuss the common factor analysis model, few of these books mention the problem of factor score indeterminacy (FSI). Thus, many students and contemporary researchers are unaware of an important fact. Namely, for any common factor model with known (or estimated) model parameters, infinite sets of factor scores can be constructed to fit the model. Because all sets are mathematically exchangeable, factor scores are indeterminate. Our professional silence on this topic is difficult to explain given that FSI was first noted almost 100 years ago by E. B. Wilson, the 24th president (1929) of the American Statistical Association. To help disseminate Wilson's insights, we demonstrate the underlying mathematics of FSI using the language of finite-dimensional vector spaces and well-known ideas of regression theory. We then illustrate the numerical implications of FSI by describing new and easily implemented methods for transforming factor scores into alternative sets of factor scores. An online supplement (and the fungible R library) includes R functions for illustrating FSI.
title Breaking Our Silence on Factor Score Indeterminacy
topic Statistics Education
Multivariate Analysis
Factor Analysis
Factor Structure
Scores
Equations (Mathematics)
Computation
Algorithms
url https://eric.ed.gov/?id=EJ1371508