Factor analysis and AIC
From MaRDI portal
Publication:1092565
DOI10.1007/BF02294359zbMath0627.62067OpenAlexW4237377395WikidataQ60961866 ScholiaQ60961866MaRDI QIDQ1092565
Publication date: 1987
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02294359
Bayesian modelAICimproper solutionmaximum likelihood factor analysisnatural prior distribution of factor loadings
Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)
Related Items
Unnamed Item, High-dimensional disjoint factor analysis with its EM algorithm version, A note on variational Bayesian factor analysis, Automated learning of factor analysis with complete and incomplete data, Estimation of an oblique structure via penalized likelihood factor analysis, Modelling mortality by continuous benefit amount, Bias correction of the Akaike information criterion in factor analysis, Visualizing parameters from loglinear models, A note on choosing the number of factors, Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions, Un critère de choix de variables en analyse en composantes principales fondé sur des modèles graphiques gaussiens particuliers, Identification of inconsistent variates in factor analysis, Developing and validating the multidimensional proactive decision-making scale, Slice-Gibbs sampling algorithm for estimating the parameters of a multilevel item response model, FACAIC: Model selection algorithm for the orthogonal factor model using AIC and CAIC, A comparative investigation on model selection in independent factor analysis, A family of the information criteria using the phi-divergence for categorical data, Selection of Latent Variables for Multiple Mixed-outcome Models, Model distinguishability and inference robustness in mechanisms of cholera transmission and loss of immunity, The effect of model misspecification on growth mixture model class enumeration, A class of cross-validatory model selection criteria, Parameter risk in time-series mortality forecasts, Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions, Modeling dependence via copula of functionals of Fourier coefficients, Learning a factor model via regularized PCA, Statistical inference in factor analysis for diffusion processes from discrete observations, Multinomial principal component logistic regression on shape data, Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences, Back-propagating errors through artificial neural networks for variable selection, Random change point models: investigating cognitive decline in the presence of missing data, A latent class selection model for nonignorably missing data, Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function, Bayesian comparison of models with inequality and equality constraints, A new approach for selecting the number of factors, Factor models for multivariate count data., On Nonnegative Matrix Factorization Algorithms for Signal-Dependent Noise with Application to Electromyography Data, Factor uniqueness of the structural Parafac model, Ordinal principal component analysis for a common ranking of stochastic frontiers, Modelling seasonal mortality with individual data, Generalized Linear Latent Variable Modeling for Multi-Group Studies, Nonstationary ETAS models for nonstandard earthquakes, Bayesian inferences of latent class models with an unknown number of classes, An idiographic approach to estimating models of dyadic interactions with differential equations, Akaike's information criterion and recent developments in information complexity, Stepwise variable selection in factor analysis, Generalized latent trait models, Dynamic factor analysis of nonstationary multivariate time series, Goodness-of-fit indices for partial least squares path modeling, The Clustering of Categorical Data: A Comparison of a Model-based and a Distance-based Approach, Evaluating latent class analysis models in qualitative phenotype identification, A comparative investigation on subspace dimension determination, Building an identifiable latent class model with covariate effects on underlying and measured variables, Model based clustering of large data sets: tracing the development of spelling ability, Selecting the number of classes under latent class regression: a factor analytic analogue, Scale economies and production function estimation for object-oriented software component and source code documentation size, Effects of causal networks on the structure and stability of resource allocation trait correlations, Dynamic component detection in a multifactor model for stock returns, Unnamed Item, Sparse factor regression via penalized maximum likelihood estimation, Factor analysis with (mixed) observed and latent variables in the exponential family, Combining Complete Multivariate Outcomes with Incomplete Covariate Information: A Latent Class Approach, A Hermite-spline model of post-retirement mortality, Joint models for multiple longitudinal processes and time-to-event outcome, Bayesian inference of asymmetric stochastic conditional duration models, The Bayes factor for inequality and about equality constrained models, Distribution of preferences and measurement errors in a disaggregated expenditure system, Choosing an appropriate number of factors in factor analysis with incomplete data, Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood, A note on the likelihood ratio test in high-dimensional exploratory factor analysis, The Monte Carlo EM method for estimating multivariate tobit latent variable models, Variable selection via the weighted group lasso for factor analysis models, A comparison of model selection indices for nested latent class models, On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models, A handbook of parametric survival models for actuarial use, Noniterative estimation and the choice of the number of factors in exploratory factor analysis, Shrinkage and modification techniques in estimation of variance and the related problems: A review, Variable selection for structural models, Bayes model selection with path sampling: factor models and other examples, Sparse estimation via nonconcave penalized likelihood in factor analysis model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation and tests of significance in factor analysis
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- Structural analysis of covariance and correlation matrices
- Some contributions to maximum likelihood factor analysis
- Fitting autoregressive models for prediction
- Statistical predictor identification
- Posterior analysis of the factor model
- A new look at the statistical model identification
