Bias correction of the Akaike information criterion in factor analysis

DOI10.1016/J.JMVA.2016.04.003MaRDI QIDQ290715zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 3 June 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.04.003

zbMATH Keywords

AICexploratory factor analysisasymptotic biascovariance structure analysisnon-normality

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

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• Factor analysis and AIC
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• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• Information criteria and statistical modeling.
• Model Selection and Model Averaging
• Modified AIC and Cp in multivariate linear regression
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Pattern recognition and machine learning.
• Regression and time series model selection in small samples
• Structural analysis of covariance and correlation matrices
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Cited in

(8)

• Bias of factor loadings from questionnaire data with imputed scores
• A family of the information criteria using the phi-divergence for categorical data
• Asymptotic cumulants of some information criteria
• Bias correction of AIC in logistic regression models
• Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
• The multivariate t -distribution with multiple degrees of freedom
• Expected predictive least squares for model selection in covariance structures
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS

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Uses Software

• EzPATH
• PRMLT

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