Comparative factor analysis models for an empirical study of EEG data, II: A data-guided resolution of the rotation...

In this paper (the second in a series), we consider a (generic) pair of datasets, which have been analyzed by the techniques of the previous paper. Thus, their "stable subspaces" have been established by comparative factor analysis. The pair of datasets must satisfy two confirmable conditions. The first is the "Inclusion Condition," which requires that the stable subspace of one of the datasets is nearly identical to a subspace of the other dataset's stable subspace. On the basis of that, we have assumed the pair to have similar generating signals, with stochastically independent generators. The second verifiable condition is that the (presumed same) generating signals have distinct ratios of variances for the two datasets. Under these conditions a small elaboration of some elementary linear algebra reduces the rotation problem to several eigenvalue-eigenvector problems. Finally, we emphasize that an analysis of each dataset by the method of Douglas and Rogers (1983) is an essential prerequisite for the useful application of the techniques in this paper. Nonempirical methods of estimating the number of factors simply will not suffice, as confirmed by simulations reported in the previous paper.