| Rao, C.R. (1955). Estimation and tests of signicance in factor analysis. Psychometrika, 47 , 69-76. |
.... as noted by Tipping and Bishop (1998, 1999) it had been observed in the literature that the factor loadings in B in a single factor analyzer (1) are quite similar to the principal component axes in situations where the estimates of the diagonal matrix D are approximately equal; see, for example, Rao (1955), Anderson (1963) and Basilevsky (1994) In their model for a probabilistic PCA Tipping and Bishop (1997, 1998) proposed taking the diagonal covariance matrix D for the error terms to have the isotropic structure, D = 2 I p : 26) In this isotropic case, they showed that the ML estimates ....
Rao, C.R. (1955). Estimation and tests of signicance in factor analysis. Psychometrika, 47 , 69-76.
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