
Factor scores are naturally predicted by means of their conditional expectation given the indicators y. Under normality this expectation is linear in y but in general it is an unknown function of y. It is discussed that under nonnormality factor scores can be more precisely predicted by a quadratic function of y.
factor scores, efficiency, nonnormality, Factor analysis and principal components; correspondence analysis, Applications of statistics to psychology
factor scores, efficiency, nonnormality, Factor analysis and principal components; correspondence analysis, Applications of statistics to psychology
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