Sparse and simple structure estimation via prenet penalization
From MaRDI portal
Abstract: We propose a (oduct lastic ), which is a new penalization method for factor analysis models. The penalty is based on the product of a pair of elements in each row of the loading matrix. The prenet not only shrinks some of the factor loadings toward exactly zero, but also enhances the simplicity of the loading matrix, which plays an important role in the interpretation of the common factors. In particular, with a large amount of prenet penalization, the estimated loading matrix possesses a perfect simple structure, which is known as a desirable structure in terms of the simplicity of the loading matrix. Furthermore, the perfect simple structure estimation via the prenet turns out to be a generalization of the -means clustering of variables. On the other hand, a mild amount of the penalization approximates a loading matrix estimated by the quartimin rotation, one of the most commonly used oblique rotation techniques. Thus, the proposed penalty bridges a gap between the perfect simple structure and the quartimin rotation. Monte Carlo simulation is conducted to investigate the performance of the proposed procedure. Three real data analyses are given to illustrate the usefulness of our penalty.
Recommendations
- A penalized maximum likelihood approach to sparse factor analysis
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparse factor regression via penalized maximum likelihood estimation
Cites work
- A Bayesian approach to confirmatory factor analysis
- A cluster-based factor rotation
- A mathematical introduction to compressive sensing
- A penalized likelihood method for multi‐group structural equation modelling
- A penalized likelihood method for structural equation modeling
- A penalized maximum likelihood approach to sparse factor analysis
- An analytical solution for approximating simple structure in factor analysis
- An index of factorial simplicity
- Estimation of an oblique structure via penalized likelihood factor analysis
- Estimation of the mean of a multivariate normal distribution
- Expandable factor analysis
- From simple structure to sparse components: a review
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3117083 (Why is no real title available?)
- scientific article; zbMATH DE number 3755661 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3045859 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- On the ``degrees of freedom of the lasso
- Orthomax rotation and perfect simple structure
- Probabilistic Principal Component Analysis
- Profile likelihood biclustering
- Regularization and Variable Selection Via the Elastic Net
- Rotation to simple loadings using component loss functions: the oblique case
- Rotation to simple loadings using component loss functions: the orthogonal case
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simplimax: Oblique rotation to an optimal target with simple structure
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Sparse exploratory factor analysis
- SparseNet: coordinate descent with nonconvex penalties
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The varimax criterion for analytic rotation in factor analysis
Cited in
(2)
This page was built for publication: Sparse and simple structure estimation via prenet penalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6198871)
