Expected predictive least squares for model selection in covariance structures (Q512004): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2568081800 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4769776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Model Averaging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modified AIC and Cp in multivariate linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543977 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor analysis by generalized least squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information criteria and statistical modeling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale invariance and the factor analysis of correlation matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A study of algorithms for covariance structure analysis with specific comparisons using factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3816820 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Comments on C P / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on some equations of confirmatory factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions in mean and covariance structure analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias correction of the Akaike information criterion in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of factor analysis estimation procedures with common asymptotic sampling properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equivariance and invariance of standard errors in three exploratory factor models / rank
 
Normal rank

Latest revision as of 11:56, 13 July 2024

scientific article
Language Label Description Also known as
English
Expected predictive least squares for model selection in covariance structures
scientific article

    Statements

    Expected predictive least squares for model selection in covariance structures (English)
    0 references
    0 references
    23 February 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic bias
    0 references
    model fit
    0 references
    factor analysis
    0 references
    generalized least squares
    0 references
    AIC
    0 references
    predictive least squares (PLS)
    0 references
    0 references