Factor Analysis (FA) in IronPython QuickStart Sample

Illustrates how to perform a Factor Analysis using classes in the Numerics.NET.Statistics.Multivariate namespace in IronPython.

This sample is also available in: C#, Visual Basic, F#.

Overview

This QuickStart sample demonstrates how to perform Factor Analysis (FA) on multivariate data using Numerics.NET.

The sample shows two common scenarios for factor analysis:

1. Analysis of raw data from a Stata dataset, demonstrating:
   • Loading and preprocessing data
   • Extracting factors and analyzing their contributions
   • Performing Varimax (orthogonal) rotation
   • Performing Promax (oblique) rotation with customizable power parameter
   • Examining factor loadings, uniqueness, and communalities
   • Analyzing factor correlations for oblique rotations
2. Analysis using a correlation matrix as input, showing:
   • Maximum likelihood extraction method
   • Initial and extracted communalities
   • Comparison of unrotated and rotated factor loadings

The sample includes detailed output formatting to match common statistical software output, making it easy to verify results. It demonstrates proper handling of missing values and provides examples of both formula-based and direct matrix-based model specification.

The code

Coming soon...