The following pages link to Factor analysis and AIC (Q1092565):
Displayed 27 items.
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis (Q809512) (← links)
- A comparative investigation on model selection in independent factor analysis (Q864945) (← links)
- The Bayes factor for inequality and about equality constrained models (Q1020742) (← links)
- Choosing an appropriate number of factors in factor analysis with incomplete data (Q1023692) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Factor models for multivariate count data. (Q1426353) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Visualizing parameters from loglinear models (Q1887248) (← links)
- Identification of inconsistent variates in factor analysis (Q1897126) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- A comparative investigation on subspace dimension determination (Q2485228) (← links)
- Scale economies and production function estimation for object-oriented software component and source code documentation size (Q2488924) (← links)
- FACAIC: Model selection algorithm for the orthogonal factor model using AIC and CAIC (Q2639524) (← links)
- Combining Complete Multivariate Outcomes with Incomplete Covariate Information: A Latent Class Approach (Q3078910) (← links)
- On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models (Q3135357) (← links)
- The Monte Carlo EM method for estimating multivariate tobit latent variable models (Q3401364) (← links)
- A comparison of model selection indices for nested latent class models (Q3431325) (← links)
- Dynamic component detection in a multifactor model for stock returns (Q3598295) (← links)
- Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
- A note on choosing the number of factors (Q4266877) (← links)
- Un critère de choix de variables en analyse en composantes principales fondé sur des modèles graphiques gaussiens particuliers (Q4275241) (← links)
- Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function (Q4345964) (← links)
- Distribution of preferences and measurement errors in a disaggregated expenditure system (Q4458362) (← links)
- (Q4837330) (← links)
- Generalized Linear Latent Variable Modeling for Multi-Group Studies (Q5697396) (← links)