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1、1、因子分析过程在进行因子分析时,首先要对样本数据做适用性检验,本文采用SPSS因子分析模块进行KMO统计量检验和巴特利特球形检验,运行结果显示KMO检验结果为0.655,大于0.5,说明数据适合做因子分析。Bartlett球形检验的Sig.取值为0.000,表示拒绝个变量是独立的假设,认为适合进行因子分析。KMO 和 Bartlett 的检验取样足够度的 Kaiser-Meyer-Olkin 度量。.655Bartlett 的球形度检验近似卡方2887.169df276Sig.000SPSS中的因子分析是采用主成分分析法提取因子变量,选择特征值大于1的因子作为提取的最终主成分。运行后输出结果
2、如下:解释的总方差成份初始特征值提取平方和载入合计方差的 %累积 %合计方差的 %15.34222.25622.2565.34222.25624.45218.54840.8054.45218.54832.3499.78950.5942.3499.78941.6927.05057.6441.6927.05051.6806.99864.6421.6806.99861.3415.58970.2311.3415.58971.0914.54774.7771.0914.54781.0784.49079.2681.0784.4909.9874.11483.38110.8223.42586.80611.701
3、2.92289.72812.6292.61992.34713.4671.94794.29414.3301.37595.66915.3161.31796.98616.2481.03598.02017.151.63098.65018.115.48099.12919.071.29899.42720.063.26399.69021.038.15999.84922.023.09799.94623.010.04399.98924.003.011100.000提取方法：主成份分析。指标变量及含义变量名称含义X1管理人员占员工比例X2人力资源开发成本X3资产报酬率X4每股收益X5营业利润率X6净资产收益率X7
4、成本费用利润率X8流动比率X9速动比率X10资产负债率X11总资产增长率X12净利润增长率X13营业收入增长率X14存货周转率X15总资产周转率X16流动资产周转率X17固定资产周转率X18每股经营活动产生的现金流量净额X19应收账款周转率X20销售期间费用率X21销售费用占总成本X22研发支出占营业收入的比例X23社会贡献率X24每股净资产成份矩阵a成份12345678X1-.082-.293.004.164.213.116.161.404X2.364-.265.081.436-.482.194.149-.191X3.902.125-.053-.253-.137-.140-.029.158X
5、4.900.228.026.103-.195.039-.091-.032X5.921-.092-.157-.167-.141-.099.055.029X6.871.096-.076-.314-.088-.101-.007.008X7.906-.172-.179-.171-.075-.136.043.026X8.346-.705-.002.221.512-.026.026.064X9.369-.659.018.271.532-.059.005.054X10-.474.584.032-.047-.424.060-.152.144X11.199.097-.285-.237.023.198.276.2
6、04X12.118.028-.074-.193.232.312.050-.759X13-.008.066-.427-.115.061.683-.145.098X14.231.655.313.268.313-.051.135.049X15.273.768.408-.043.194.115.001.054X16.148.807.382.013.135-.051.197-.001X17.300.220.236-.093.239.521-.448.240X18.350.248.134.725-.192.058-.086.138X19.067.407.366.012.170.008.453-.118X2
7、0-.076-.645.419.132-.464.069.079.041X21.163-.513.743-.265-.067.160-.056-.008X22-.030-.138-.165-.063-.150.457.641.173X23.051-.490.778-.260-.082.158-.054-.030X24.462.104-.169.496-.057.251-.109-.258提取方法 :主成分分析法。a. 已提取了 8 个成份。上述表中的载荷矩阵结构不清晰,不利于对因子进行解释,因此对因子载荷矩阵进行旋转。对因子轴进行旋转的方式有两种正交旋转和斜交旋转,应用M广泛的是方差最大法,所
8、以采用方差最大正交旋转法进行因子旋转。旋转成份矩阵a成份12345678X1-.177-.054.378.050-.022.084.252-.341X2.194-.159.029.264.731-.174.159.063X3.964.130.019.006.048.079-.002-.078X4.801.229-.008-.008.446.147-.074.042X5.938-.033.171.011.154-.016.081.040X6.930.108.036.010.007.064.010.091X7.920-.079.258.006.109-.034.056.043X8.116-.189
9、.928.138.056.018-.018-.021X9.121-.138.934.112.089.013-.072-.030X10-.302.115-.789-.128-.012.103-.041-.203X11.265.025-.013-.182-.138.116.455-.014X12.020.060.075-.007.007.078.036.878X13-.038-.231-.072-.239.042.632.388.177X14.050.831.009-.182.150.079-.121-.067X15.178.835-.242-.022.009.297-.103.019X16.08
10、7.879-.294-.091.001.027-.055.002X17.159.239.029.152.038.821-.089-.027X18.099.278.016-.097.762.076-.138-.301X19-.032.684-.041.076-.011-.172.169.130X20-.118-.359.059.722.280-.236.089-.181X21.094-.010.192.940-.078.079-.054.030X22-.050-.039.015.066.071-.045.841.001X23-.009.000.137.956-.097.056-.068.036X
11、24.220.050.127-.209.673.167-.045.222提取方法 :主成分分析法。 旋转法 :具有 Kaiser 标准化的正交旋转法。a. 旋转在 7 次迭代后收敛。表是经过方差最大法正交旋转后得因子载荷表。由该表数据即公式可得各个因子得分函数:F1=-0.177*X1+0.194*X2+0.964*X3+0.801*X4+0.938*X5+0.93*X6+0.92*X7+0.116*X8+0.121*X9-0.302*X10+0.265*X11+0.02*X12+0.038*X13+0.05*X14+0.178*X15+0.087*X16+0.159X17+0.099*X18-0.032*X19-0.118*X20+0.094*X21-0.05*X22-0.009*X23+0.22*X24F2=-0.054*X1-0.159*X2+0.13*X3+0.229*X4-0.033*X5+0.108*X6-0.079*X7-0.189*X8-0.138*X9+0.115*X10+0.025*X11+0.06*X12-0.231*X13+0.831*X14+0.835*X15+0.879*X16+0.239*X17+0.278*X18+0.684*X19-0.359*X20-0.01*X21-0.039*X22+0*X23+0.05*X24F3=0
