主成分分析和因子分析十大不同点（原创）

写的真的很好！

[GOOD SUMMARY]
THX.

I'd like to add:
- PCA is not a statistical mode. it is only a linear transformation of original vars to new vars (no correlations among them) for the purpose of reducing the dimensionality of the problem.
- FA is a statistical model which is constructed to explain interrelations (correlations) between observed vars by some latent (unobserved) vars (=factors).

感谢楼主！

我想问下，做主成分的时候一定要对所有的变量进行主成分分析吗？

谢谢兄弟讲解！

学习了，很全面

高人，豁然开朗了

牛啊！！！最近正初学计量~~前几天还在想这个问题，不懂这两种分析的差别。没想到楼主做了归纳总结！太棒了！牛人！

支持原创！归纳得很不错！