A new approach for selecting the number of factors

DOI10.1016/J.CSDA.2009.10.002zbMATH Open1284.62353OpenAlexW1984867695MaRDI QIDQ2445751FDOQ2445751

Hsin-Cheng Huang, I-ping Tu, Yin-Ping Chen

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.10.002

Recommendations

• A note on choosing the number of factors
• Bayesian Selection on the Number of Factors in a Factor Analysis Model
• Factor Analysis Revisited – How Many Factors are There?
• Choosing an appropriate number of factors in factor analysis with incomplete data
• On the determination of the number of factors using information criteria with data-driven penalty

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

• Estimating the dimension of a model
• A new look at the statistical model identification
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• The varimax criterion for analytic rotation in factor analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Factor analysis and AIC
• The Estimation of Prediction Error
• Title not available (Why is that?)
• Optimal Geostatistical Model Selection
• Some necessary conditions for common-factor analysis
• ``Best possible systematic estimates of communalities
• Title not available (Why is that?)
• Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (8)

• Comparing and selecting spatial predictors using local criteria
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle
• Factor recovery by principal axis factoring and maximum likelihood factor analysis as a function of factor pattern and sample size
• Rejoinder on: ``Comparing and selecting spatial predictors using local criteria
• NFA FOR FACTOR NUMBER DETERMINATION IN APT
• Special issue on variable selection and robust procedures
• The generalized degrees of freedom of multilinear principal component analysis
• Adaptive order selection for autoregressive models

This page was built for publication: A new approach for selecting the number of factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2445751)