Salīdzināt metodes

	Faktoru analīze	Ietekmes diagnostika (Kuka attālums, DFFITS, sviras efekts)	Primārā komponentu analīze
Nozare	Pētniecības statistika	Statistika	Mašīnmācīšanās
Saime	Process / pipeline	Regression model	Machine learning
Izcelsmes gads	1931	1977	2002
Autors	Louis Leon Thurstone	R. Dennis Cook (Cook's distance); Belsley, Kuh & Welsch (DFFITS, leverage)	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)
Tips	Method	Regression diagnostic	Unsupervised dimensionality reduction
Pirmavots	Thurstone, L. L. (1947). Multiple Factor Analysis. University of Chicago Press.	Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18.	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.
Citi nosaukumi	EFA, CFA, latent variable modeling	Cook's distance, DFFITS, leverage, influential observation detection	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform
Saistītās	3	5	3
Kopsavilkums	Factor analysis is a statistical technique for identifying latent (unobserved) dimensions underlying observed variables, developed by Louis Leon Thurstone in the 1930s and formalized by Jöreskog (1969). Exploratory factor analysis (EFA) discovers unknown factor structure from data; confirmatory factor analysis (CFA) tests hypothesized relationships between observed and latent variables. Essential in psychometrics (test development), organizational research (measuring constructs like leadership style), and biomedicine (identifying disease subtypes), factor analysis reduces dimensionality while revealing conceptual organization in multivariate data.	Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.