Talk:Factor analysis

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Independence v.s. Orthogonality

Latest comment: 2 years ago1 comment1 person in discussion

In section "Mathematical model of the same example" the text says:

The errors are assumed to be independent of the factors:

$${\displaystyle \sum _{i}F_{pi}\varepsilon _{ai}=0}$$ 

I don't understand how this is an assumption. The equation seems as if factors and errors were orthogonal by construction. As an assumption I would have expected an expected value on the left hand side. Matze-pigon (talk) 18:39, 27 February 2023 (UTC)Reply