Abstract
It is shown that for nonpositive values of the parameter γ in the oblimin criterion, the criterion achieves a minimum on the manifold of all possible oblique rotations of any given full rank initial loading matrixA. For every positive value of γ, on the other hand, it is shown that there exists a full rank initial loading matrixA for which the oblimin criterion does not achieve a minimum over the manifold of all oblique rotations ofA. These results help explain the sometimes divergent behavior that results from using direct oblimin algorithms with γ set to a positive value.
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References
Frane, J. W. & Jennrich, R. I. BMDP4M, Factor Analysis. In W. J. Dixon & M. B. Brown (Eds.),BMDP biomedical computer programs, P-series. Berkeley: University of California Press, 1977, 656–684.
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Jennrich, R. I. & Sampson, P. F. Rotation for simple loadings.Psychometrika, 1966,31, 313–323.
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This research was supported in part by National Institutes of Health Grant RR-3.
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Jennrich, R.I. Admissible values of γ in direct oblimin rotation. Psychometrika 44, 173–177 (1979). https://doi.org/10.1007/BF02293969
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DOI: https://doi.org/10.1007/BF02293969