[R] prcomp() and varimax()

S Ellison S.Ellison at LGCGroup.com
Sun Apr 7 13:38:25 CEST 2013

> My concern is with the reported proportions of variance for the 3 
> components after varimax rotation. It looks like each of my 3 components 
> explains 1/15 of the total variance, summing to a cumulative proportion 
> of 20% of variance explained. But those 3 components I retained should 
> now be the only components in the analysis, so they should be able to 
> account for 100% of the explained variance.
Am I misreading what you just wrote? One percentage (20%) is a proportion of the total variance in the data; the other is the proportion of the variance explained by the model. These are different things; they should not usually be the same.

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