Simultaneous variable and factor selection via sparse group lasso in factor analysis

DOI10.1080/00949655.2019.1633324MaRDI QIDQ5107489zbMATH OpenOpenAlexFDO

Authors Yuanchu Dang, Qing Wang

Publication date 27 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2019.1633324

zbMATH Keywords

expectation-maximizationfactor analysisfactor selectionlikelihood cross-validationpenalized log-likelihoodsparse group Lassovariable selection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Cites work

• A new look at the statistical model identification
• A penalized maximum likelihood approach to sparse factor analysis
• A selective review of group selection in high-dimensional models
• Estimating the dimension of a model
• Estimation of an oblique structure via penalized likelihood factor analysis
• Forecasting Using Principal Components From a Large Number of Predictors
• scientific article; zbMATH DE number 2063756 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3185328 (Why is no real title available?)
• Identification of inconsistent variates in factor analysis
• Model Selection and Estimation in Regression with Grouped Variables
• Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
• Nearly unbiased variable selection under minimax concave penalty
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Selection of variables in exploratory factor analysis: an empirical comparison of a stepwise and traditional approach
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Sparse group Lasso and high dimensional multinomial classification
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection via the weighted group Lasso for factor analysis models
• Variance estimation of a general u-statistic with appllication to cross-validation

Cited in

(5)

• Simultaneous Factor Selection and Collapsing Levels in ANOVA
• scientific article; zbMATH DE number 1045243 (Why is no real title available?)
• A link-free sparse group variable selection method for single-index model
• Variable selection, monotone likelihood ratio and group sparsity
• Mediation analysis with latent factors using simultaneous group-wise and parameter-wise penalization

Describes a project that uses

Uses Software

• psych

This page was built for publication: Simultaneous variable and factor selection via sparse group lasso in factor analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5107489)