I have performed PCA using prcomp in R with my databases of 75-76 indicator variables and 7232 companies, including NAs. Before applying the function, I centred my data, but did not rescale them because they are all indicator variables. (Is my reasoning correct?)
After that I varimax-rotated the loadings of the 2 or 3 first principal components following the instructions by amoeba here.
Since I had centred, but not rescaled my data, I changed the code to:
Varimax_results <- varimax(rawLoadings,normalize = FALSE)
invLoadings <- t(pracma::pinv(VarimaxLoadings))
scores <- scale(DatosPCA, scale = FALSE) %*% invLoadings
Now I am trying to figure out why the scores given by "prcomp" and the scores obtained using the code above are not the same.
I am probably missing some theoretical background, so I would be grateful if someone could tell me if the scores are supposed to be the same and, in that case, what I am doing wrong in my code. If they are not supposed to be the same, which ones should I use?
Thank you very much!
