On Browne's Solution for Oblique Procrustes Rotation

Browne [1967] has given a method of solving the problem (originally stated by Mosier, [1939]) of finding a least squares fit to a specified factor structure. The problem is one of minimizing the sum of squared residuals of Φ — FT with Diag (T'T)= I. Browne's solution involves the eigenvectors and values of F'F and leads to an iterative solution. This paper gives a form of the solution which does not involve solution of an eigenvalue problem but does require an iteration similar to Browne's. It suggests the possible existence of a singularity, and a simple modification of Browne's computational procedure is proposed which deals with this case. A better starting value for the iteration is also proposed for which convergence is guaranteed using the ordinary Newton iteration.