We will discuss maximum likelihood estimates versus principal components estimates and factor rotations using the following dataset on the men's track results for the 1984 Olympics (Johnson, R.A. and Wichern, D.W. (1992) Applied Multivariate Statistical Analysis, Prentice Hall, 393-394. Original source: IAAF/ATFS Track and Field Statistics Handbook for the 1984 Los Angeles Olympics)
Country 100m 200m 400m 800m 1500m 5K 10K Marathon Argentina 10.39 20.81 46.84 1.81 3.70 14.04 29.36 137.72 Australia 10.31 20.06 44.84 1.74 3.57 13.28 27.66 128.30 Austria 10.44 20.81 46.82 1.79 3.60 13.26 27.72 135.90 Belgium 10.34 20.68 45.04 1.73 3.60 13.22 27.45 129.95 Bermuda 10.28 20.58 45.91 1.80 3.75 14.68 30.55 146.62 Brazil 10.22 20.43 45.21 1.73 3.66 13.62 28.62 133.13 Burma 10.64 21.52 48.30 1.80 3.85 14.45 30.28 139.95 Canada 10.17 20.22 45.68 1.76 3.63 13.55 28.09 130.15 Chile 10.34 20.80 46.20 1.79 3.71 13.61 29.30 134.03 China 10.51 21.04 47.30 1.81 3.73 13.90 29.13 133.53 Columbia 10.43 21.05 46.10 1.82 3.74 13.49 27.88 131.35 Cook Islands 12.18 23.20 52.94 2.02 4.24 16.70 35.38 164.70 Costa Rica 10.94 21.90 48.66 1.87 3.84 14.03 28.81 136.58 Czechoslovakia 10.35 20.65 45.64 1.76 3.58 13.42 28.19 134.32 Denmark 10.56 20.52 45.89 1.78 3.61 13.50 28.11 130.78 Dominican Republic 10.14 20.65 46.80 1.82 3.82 14.91 31.45 154.12 Finland 10.43 20.69 45.49 1.74 3.61 13.27 27.52 130.87 France 10.11 20.38 45.28 1.73 3.57 13.34 27.97 132.30 East Germany 10.12 20.33 44.87 1.73 3.56 13.17 27.42 129.92 West Germany 10.16 20.37 44.50 1.73 3.53 13.21 27.61 132.23 United Kingdom 10.11 20.21 44.93 1.70 3.51 13.01 27.51 129.13 Greece 10.22 20.71 46.56 1.78 3.64 14.59 28.45 134.60 Guatemala 10.98 21.82 48.40 1.89 3.80 14.16 30.11 139.33 Hungary 10.26 20.62 46.02 1.77 3.62 13.49 28.44 132.58 India 10.60 21.42 45.73 1.76 3.73 13.77 28.81 131.98 Indonesia 10.59 21.49 47.80 1.84 3.92 14.73 30.79 148.83 Ireland 10.61 20.96 46.30 1.79 3.56 13.32 27.81 132.35 Israel 10.71 21.00 47.80 1.77 3.72 13.66 28.93 137.55 Italy 10.01 19.72 45.26 1.73 3.60 13.23 27.52 131.08 Japan 10.34 20.81 45.86 1.79 3.64 13.41 27.72 128.63 Kenya 10.46 20.66 44.92 1.73 3.55 13.10 27.38 129.75 South Korea 10.34 20.89 46.90 1.79 3.77 13.96 29.23 136.25 North Korea 10.91 21.94 47.30 1.85 3.77 14.13 29.67 130.87 Luxembourg 10.35 20.77 47.40 1.82 3.67 13.64 29.08 141.27 Malaysia 10.40 20.92 46.30 1.82 3.80 14.64 31.01 154.10 Mauritius 11.19 22.45 47.70 1.88 3.83 15.06 31.77 152.23 Mexico 10.42 21.30 46.10 1.80 3.65 13.46 27.95 129.20 Netherlands 10.52 20.95 45.10 1.74 3.62 13.36 27.61 129.02 New Zealand 10.51 20.88 46.10 1.74 3.54 13.21 27.70 128.98 Norway 10.55 21.16 46.71 1.76 3.62 13.34 27.69 131.48 Papua New Guinea 10.96 21.78 47.90 1.90 4.01 14.72 31.36 148.22 Philippines 10.78 21.64 46.24 1.81 3.83 14.74 30.64 145.27 Poland 10.16 20.24 45.36 1.76 3.60 13.29 27.89 131.58 Portugal 10.53 21.17 46.70 1.79 3.62 13.13 27.38 128.65 Rumania 10.41 20.98 45.87 1.76 3.64 13.25 27.67 132.50 Singapore 10.38 21.28 47.40 1.88 3.89 15.11 31.32 157.77 Spain 10.42 20.77 45.98 1.76 3.55 13.31 27.73 131.57 Sweden 10.25 20.61 45.63 1.77 3.61 13.29 27.94 130.63 Switzerland 10.37 20.46 45.78 1.78 3.55 13.22 27.91 131.20 Taiwan 10.59 21.29 46.80 1.79 3.77 14.07 30.07 139.27 Thailand 10.39 21.09 47.91 1.83 3.84 15.23 32.56 149.90 Turkey 10.71 21.43 47.60 1.79 3.67 13.56 28.58 131.50 USA 9.93 19.75 43.86 1.73 3.53 13.20 27.43 128.22 USSR 10.07 20.00 44.60 1.75 3.59 13.20 27.53 130.55 Western Samoa 10.82 21.86 49.00 2.02 4.24 16.28 34.71 161.83