Expected predictive least squares for model selection in covariance structures

DOI10.1016/j.jmva.2016.12.007zbMath1359.62226MaRDI QIDQ512004

Haruhiko Ogasawara

Publication date: 23 February 2017

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.007

zbMATH Keywords

asymptotic bias; factor analysis; generalized least squares; AIC; model fit; predictive least squares (PLS)

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H25: Factor analysis and principal components; correspondence analysis

62B10: Statistical aspects of information-theoretic topics

62P15: Applications of statistics to psychology

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bias correction of the Akaike information criterion in factor analysis
• Asymptotic expansions in mean and covariance structure analysis
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• On equivariance and invariance of standard errors in three exploratory factor models
• Information criteria and statistical modeling.
• Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models
• A note on some equations of confirmatory factor analysis
• Factor analysis by generalized least squares
• Model Selection and Model Averaging
• Scale invariance and the factor analysis of correlation matrices
• Modified AIC and Cp in multivariate linear regression
• Some Comments on C P