Expected predictive least squares for model selection in covariance structures

DOI10.1016/J.JMVA.2016.12.007MaRDI QIDQ512004zbMATH OpenOpenAlexFDO

Authors 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

factor analysisAICasymptotic biasgeneralized least squaresmodel fitpredictive least squares (PLS)

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) Applications of statistics to psychology (62P15)

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Cites work

• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
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• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Asymptotic expansions in mean and covariance structure analysis
• Bias correction of the Akaike information criterion in factor analysis
• Factor analysis by generalized least squares
• 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 equivariance and invariance of standard errors in three exploratory factor models
• Scale invariance and the factor analysis of correlation matrices
• Some Comments on C P

Cited in

(4)

• An asymptotic equivalence of the cross-data and predictive estimators
• GLS discrepancy based information criteria for selecting covariance structure models
• A family of the information criteria using the phi-divergence for categorical data
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS

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