S2E37: A Summer of Love History of Quant, Part 3
Quantitude
The Multiple Factor Model
There are multiple factors that underlie the items. And then there are uniquenesses, which is what's left over in the item. So take a good factor analysis class and you'll learn all this stuff. But the model saturated. All items load on all factors. If you do an oblique rotation, all factors correlate with one another.
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