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in broad, conceptual terms


the fundamental aspects of
pattersthe
informationbe condensedsummated
components
basic guidelinesHair,
Anderson, Tatham, & Black, 1995, p365
exploratoryconrmatoryrespective

a certain hypothesis
Kim & Mueller, 1978, p9

Stinchcombe, 1971

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SPSS

MATLAB
LISREL

SPSSMATLAB LISREL

98 10

II

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Contents
.............................................................................................................................i

Chapter
01

................................................................................................... 4
............................................................................... 9
......................................................................... 12
the Rank .................. 29
............................. 36
Fundament Postulates ............................. 39
SPSS ................................................... 41
......................................................................... 56
................................................................................................. 58

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III

Chapter
02

59

................................................................................................. 60
..................................................... 60
................................................................. 63
......................................... 64
................................................................................................. 90

SPSS
Chapter
03

93

................................................................................. 94
................................................................. 94
......................................................................... 95
4 5....................................................117
...............................................................................................121

IV

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Contents
Chapter
04

123

...........................................................................................124
.......................................................................................125
...........................................................................................127
SPSS .........................................................129
SPSS ........................................................135
...............................................................................................150

Chapter
05

153

...................................................154
...................158
...........................................................................172
.......................................................................................183
...............................................................................................191

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MATLAB

Chapter
06

195

...............................................................................................196
...............................................................................197
...........................................................................................203
.......................................................................................239
...........................................................................................254
...............................................................................258
...............................................................................................275

Chapter
07

MATLAB
277

...............................................................................278
...............................................................................280
...............................................................289
...................................................294
MATLAB ................295
...............................................................................319
VI

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Contents
......................................................................325
...............................................................................................329

Chapter
08

MATLAB
331

.......................................................................332
.......................................................................337
MATLAB .............................................340
...............................................................................................356

Chapter
09

361

...........................................................................................362
...........................................................365
.......374
.......................................378
SEM ....................................................390
..............................................394

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VII

.......................................................................................419
...............................................................................................420

Chapter
10

423

...........................................................425
...................................................436
.......................................439
...........................................................................451
...............................................................................462
...........................................................469
...................................................................489
...............................................................................................508

Chapter
11

511

...............................................................................................512
...................................................................515
...................................................................524
...................................................................536
...........................................................541
...........................................................................556
VIII

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Contents
...................................................575
...............................................................................................616

Chapter
12

619

...................................................................620
...........................................................622
...................................632
.......................................636
...........................................................641
.......................................643
...........................................................................664
...................................................................672
...........................................................................................710
...............................................................................................714

Reference

717

719

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IX

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Pa
r

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p
Cha

r
e
t

01

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BMDDATATEXTMATLAB
OSIRISSASandSPSS

straightforward

someunderlyingsource
linearcombinations
correspondence

unique

indeterminacy
nature

uncertainties

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Chapter

01

underlyingpopulationparameters
ourposition

path
diagrams

pathanalysis
Duncan1966Land1969Pedhazur
1997

multivariate

business people
multidimensional
in broad, conceptual terms
thefundamentalaspectsofalarge
number of variablepattersthe
informationbecondensedsummated
components
basicguidelinesHair,
Anderson,Tatham,&Black,1995,p365
a generic
the underlying
structurea large number of

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structure
common underlying
dimensions
identify

summarization
datareduction

the dependence techniques


criterion
predictor
interdependence

variate
variatecanonical
dependence
variates factors
explanation

exploratory
confirmatoryrespective

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Chapter

01

respective
takewhatthedatagiveyou
prior constraint

priorresearch
Hair,Anderson,Tatham,&Black,1995,p367
begrouped
Comrey,1973

viewpoint
avariety
Kim&Mueller,1978,
p9

association

withinsomesubsets
ofvariables

continuum
subdivisions

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dimension

co-variation

expectation

acertainhypothesis
Kim&Mueller,
1978,p9

factorialhypothesis

Stinchcombe,1971

X1,X2,X3
X5,X6X4

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Chapter

01

ambiguousX4

Harman1976Horst1965LawleyandMaxwell1971Mulaik
1972

 SPSS
SPSS
LISRELMATLABSPSS

SPSSSyntaxCommand

inboldface
anti-imagepartial
correlation
themeasuresofsamplingadequacy
off-diagonal
Bartlett

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10

Clusteranalysisgroupingrespondents
similarprofilesQ

Commonfactoranalysis
Communalities
extractedfactors
specic
common variance

communalityaoriginalvariable
Amountofvariance
component analysis
unites
procedure
c o r r e l a t i o n  m a t r i x i n t e rcorrelation
EigenvalueColumn
Sumlatentroot

Errorvariance

factorlinercombination
dimensionsconstructs

factor indeterminacy

factorloadings
particular

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Chapter

01

factorrotationaxes
simpler
fact score
compositemeasurethefactor
weights
represent
latentrooteigenvalue
measureofsamplingadequacy

.50
oblique factor rotation
arbitrarilyfactor
solution

orthogonalmathematical
independenceof90
orthogonal
90
QQfactoranalysis

R R factor analysis
identifydimensionfactors
specicvariance

trace
solution
1
communalities

varimax

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11

12

co-variation
case

X1FU1aweightedsumX2F
U2FX1X2F
U1U2unique

X1=b1F+d1U1
X2=b2F+d2U2

1-1

FU1FU2U1U2

Cov(F,U1)=cov(F,U2)=cov(U1,U2)=0

1-2

1-1

FU1U21-1
1 -1

1-2FU1
.9.6X1FU2.8.6
X2

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Chapter

X1

b1

01

U1

b1

b2
X2

b2

U2

1-1

13
X1=.9F+.6U1
X2=.8F+.6U2
1-2

connections

X1X2
Cov(F,U1)=Cov(Ui,Uj)=0
1-1
X1X2FU1U2

 F  X 1  X 2
X
12

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14

.6

X1

U1

.9

.8
.6

X2

U2

1-2

FU1
U2
X1X2

hypotheticalconstructshypotheticalvariables
hypotheticalfactors

1-1

U1

U2

X1=.9F+.6U1

X2=.8F+.6U2

1

1

1

1

1.5

1.4

1

1

1.5

.2

1

.3

1.4

1

1

1

1

1.5

1.5

.3

1

.3

.3

.2
-

.2

1.4
.2

1.4

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Chapter

01

properties

= (Xi)/Ni=1,2,...,N
=E(X)=X

1-3
2

= [Xi-E(X)] /Ni=1,2,...,N


=E[X-E(X)]2=VX

1-4

 E

F,U1,U2,X1X20
1normedvariables
standardized variables

Cov(X,Y)= [(Xi-X)(Yi-Y)]/Ni=1,2,...,N
=E[(X-X)(Y-Y)]

1-5

01
Pearsons
Cov(X,Y)=E(XY)

1-6

X=Y=0
=rxy

1-7

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15

16

Vx=Vy=1
Y = a + bx
1 -1R2
 1 0
r+1 -1

co-variation

1-1X1FF
X1X2
F

1-11-2

X1X1Fderivations
X1FU1X1=b1F+d1U1
FUS01
withoutlossofgenerality
X1=a+b1F+d1U1X1
Var(X1)
Var(X1)=E(X1-X)2
1-4
=E(X1)2
X10

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Chapter

01

=E[b1F+d1U1]2
X1

=E[b21F2+d21U12+2b1d1FU1]

=b21E[F2]+d21E[U21]+2b1d1E[FU1]

X1decompose
=b21Var(F)+d21Var(U1)+2b1d1Cov(F,U1)

17
1-8

1-8
X11FF
2U1U132

1-8
0
(X1)=b21Var(F)+d21Var(U1)

1-9

(F,U1)=0
X1F
U1

Var(X1)=b21+d12=1

1-10

Var(F)=Var(U1)=Var(X1)=1Cov(F,U1)=0
Var(X1)=b22+d22

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18

Var(F)=Var(Ui)=Var(Xi)=1Cov(F,Uj)=0

Var(X1)=b21+d21=(.9)2+(.6)2=.81+.36
Var(X2)=1=b22+d22=(.8)2+(.6)2=.64+.36
 X1  .81
.36

Cov=(F,X1)=E[(F-F)(X1-X1)]
1-5
=E[FX1]
F=X1=0
=E[(F)(b1F+d1U1)]
X1
=b1E[F2]+d1E[FU1]

=b1Var(F)+d1Cov(FU1)

1-11

1-11

121
2
1-11
Cov(F,X1)=b1Var(F)

1-12

unit
Cov(F,X1)=b1

1-13

X1

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Chapter

Cov(F,X1)=

=b1=1

01

1-14

b1b1
1Cov(F,
X2)=

=b2=2X1theuniquefactor

Cov(X1,U1)=

=d1=

1-2.9.8

.81.64X1X2

1-1

X1X2
Cov(X1,X2)=E[(X1-X1)(X2-X2)]
1-5
=E[(b1F+d1U1)(b2F+d2U2)]
0
XS
2

=E[b1b2F +b1d2FU2+b2d1FU1+d1d2U1U2]

=b1b2Var(F)+b1d2Cov(F1U2)+b2d1Cov(F,U1)+d1d2Cov(U1,U2) 1-15

1-15

Cov(X1,X2)=b1b2Var(F)

1-16

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19

20

Cov(X1,X2)=

=b1b2=12

1-17

1-11-2
unit
1-1b1b2linearweights

orthogonal
thecommunalityh2
theuniqueness
ofcomponent1-h2
r ij  =
(biF)(bjF)XiXj0
rijF=0
 1-2
theorems


variationthe unique
componentthecommonfactor
covariation
X1X2

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..,
2012.07
.
ISBN 978-957-11-5888-4 ()
1. 2. 3.
512.4

98025029

1H66

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