Bayesian exploratory factor analysis

DOI10.1016/J.JECONOM.2014.06.008zbMath1312.62077OpenAlexW2175307020WikidataQ34565365 ScholiaQ34565365MaRDI QIDQ118626

Gabriella Conti, James J. Heckman, Rémi Piatek, Sylvia Frühwirth-Schnatter, Gabriella Conti, James J. Heckman, Sylvia Frühwirth-Schnatter

Publication date: November 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4242469

zbMATH Keywords

model selectionidentifiabilityexploratory factor analysisBayesian factor modelsmarginal data augmentationmodel expansion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15)

Related Items (15)

A Mode-Jumping Algorithm for Bayesian Factor Analysis ⋮ Order-invariant prior specification in Bayesian factor analysis ⋮ Covariance structure estimation with Laplace approximation ⋮ The Inverse G‐Wishart distribution and variational message passing ⋮ Assessment of generalised Bayesian structural equation models for continuous and binary data ⋮ Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study ⋮ Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification ⋮ Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components ⋮ Overfitting Bayesian mixtures of factor analyzers with an unknown number of components ⋮ On the identifiability of Bayesian factor analytic models ⋮ Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem ⋮ A Bayesian factor model for spatial panel data with a separable covariance approach ⋮ BayesFM ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Identification of the linear factor model

Uses Software

• R
• CODA
• lattice
• psych

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