Simplified Explanation of Statistical Terminologies
1. Factor Analysis (Simple Explanation)
Kaiser-Meyer-Olkin (KMO) Test: Checks if your data is suitable for factor analysis. Closer to 1 is
better.
Bartlett's Test of Sphericity: Tests if the data has enough relationships. Significant result = suitable
for factor analysis.
Communalities: Shows how much of a variable's variance is explained by the factors.
Initial: Represents starting values before extracting the main factors.
Extraction: Shows how much each variable is explained by the chosen factors.
Factor: The underlying group formed from variables.
Initial Eigenvalues: Tells how much of the total variance each factor explains.
Total: Total variance explained by each factor.
% of Variance: Percentage of total variance explained by each factor.
Cumulative %: Combined total variance explained by multiple factors.
Extraction Sums of Squared Loadings: Total variance explained by selected factors.
Rotation Sums of Squared Loadings: Shows variance distribution after rotation for clarity.
Scree Plot: Graph of eigenvalues to decide number of factors to retain.
Factor Matrix: Shows which variable loads on which factor.
Reproduced Correlation: Estimated vs actual correlations to assess model fit.
Residual: Difference between original and reproduced correlations.
Rotated Factor Matrix: After rotation, shows clearer loading of variables on factors.
2. Discriminant Analysis (First Part)
Means: Shows average values of each variable for each group.
Univariate ANOVAs: Checks if the average values are significantly different among groups.
3. Discriminant Analysis (Second Part)
Box's M Test: Checks if group variances are equal. Non-significant result means groups are similar.
Function Coefficients: Weights used in classification formulas. Shows importance of variables.
Fisher's Function Coefficients: Group-specific formulas to assign a case to a group.
Matrices: Shows relationships like correlation and covariance among variables and groups.
Within-groups correlation: Average correlation from all groups.
Within-groups covariance: Average of covariances from all groups.
Separate-groups covariance: Covariance calculated separately for each group.
Total covariance: Covariance from treating all data as one group.
Wilks' Lambda: Shows how well the function separates groups. Lower is better.