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Glossary Multivariate Methods / Term

Trace

The sum of the square of the numbers on the diagonal of the correlation matrix used in the factor analysis. The trace represents the total amount of variance on which the factor solution is based. In component analysis, the trace is equal to the number of variables based on the assumption that the variance in each variable is equal to 1. In common factor analysis, the trade is equal to the sum of the communalities on the diagonal of the reduced correlation matrix.

Permanent link Trace - Modification date 2020-01-02 - Creation date 2020-01-02


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