
高铁梅的《计量经济分析方法与建模--》第二版中的问题!!急!
第13章,主成份分析与因子分析中,第二个实例和第三个实例用principal factors得出的结论,怎么和书上得出的结论不一样啊?
以下是我的处理结果-----
Factor Method: Principal Factors
Date: 10/13/09 Time: 12:23
Covariance Analysis: Ordinary Correlation
Sample: 1 100
Included observations: 100
Number of factors: User-specified
Prior communalities: Squared multiple correlation
Unrotated Loadings
F1 F2 Communality Uniqueness
ALLIED -0.190964 0.467291 0.254828 0.745172
DUPONT -0.540627 0.468268 0.511553 0.488447
UNION -0.232761 0.476314 0.281053 0.718947
EXXON 0.502306 0.407821 0.418630 0.581370
TEXACO 0.603958 0.411304 0.533937 0.466063
Factor Variance Cumulative Difference Proportion Cumulative
F1 1.000000 1.000000 0.000000 0.500000 0.500000
F2 1.000000 2.000000 --- 0.500000 1.000000
Total 2.000000 3.000000 1.000000
Model Independence Saturated
Discrepancy 1.116767 2.213602 0.000000
Parameters 14 5 15
Degrees-of-freedom 1 10 ---