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On the matrix formulation of Kaiser's varimax criterion

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Abstract

The author provides a full-fledged matrix derivation of Sherin's matrix formulation of Kaiser's varimax criterion. He uses matrix differential calculus in conjunction with the Hadamard (or Schur) matrix product. Two results on Hadamard products are presented.

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Neudecker, H. On the matrix formulation of Kaiser's varimax criterion. Psychometrika 46, 343–345 (1981). https://doi.org/10.1007/BF02293741

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  • DOI: https://doi.org/10.1007/BF02293741

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