Varimax rotation

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Varimax rotation is a change of coordinates used in principal component analysis that maximizes the sum of the variance. Suggested by Henry Felix Kaiser in 1958, it is a popular scheme for orthogonal rotation which cleans up the factors as follows: "for each factor, high loadings (correlations) will result for a few variables; the rest will be near zero."

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This article incorporates text from a public domain publication of the National Institute of Standards and Technology, a U.S. government agency.