Bias correction of the Akaike information criterion in factor analysis

DOI10.1016/J.JMVA.2016.04.003zbMATH Open1351.62012OpenAlexW2343877001MaRDI QIDQ290715FDOQ290715

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

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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)

Cites Work

• Regression and time series model selection in small samples
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• Pattern recognition and machine learning.
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Model Selection and Model Averaging
• Further analysis of the data by Akaike's information criterion and the finite corrections
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• Factor analysis and AIC
• Information criteria and statistical modeling.
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• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Asymptotic expansions in mean and covariance structure analysis
• Structural analysis of covariance and correlation matrices
• Bias correction of AIC in logistic regression models
• Asymptotic theory for information criteria in model selection -- functional approach
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• A reliability coefficient for maximum likelihood factor analysis
• Bias-corrected AIC for selecting variables in Poisson regression models
• Modified AIC and Cp in multivariate linear regression
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• Topics in Applied Multivariate Analysis

Cited In (8)

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

Uses Software

• EzPATH
• PRMLT

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