I performed PCA with a varimax rotation on my dataset and obtained this.
Now i need to group the variables based on their correlations to these factors. My question is how to properly accomplish this?
My approach:
After looking into this i found that you want to keep the values >0.32 or <-0.32 that show strong correlation with only 1 factor. Therefore i'd have to scratch all variables that show up on multiple factors and work with the rest. I applied a fuzz=.32 to my PROC FACTOR function to easier see them.
Where does the 0.32 come from? I have read multiple articles on how to interpret these results and while most said values should be over 0.32 i have seen examples like 0.4 as well.
Here's a paper https://hosted.jalt.org/test/PDF/Brown31.pdf that references the original paper that put forth the ±0.32 limit, but I don't have access to the original paper.
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