Factor analysis and information criteria.
Costa, Michele
Qüestiió, Tome 20 (1996), p. 409-425 / Harvested from Biblioteca Digital de Matemáticas
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In this paper the research of the true number of latent factors in exploratoty factor analysis model is studied through a comparison between the log likelihood ratio test statistics, the information criteria of Akaike, Schwarz and Hannah-Quinn and a procedure of cross-validation. In a simulation study the a priori knowledge of the exact factor structure is used to evaluate the goodness of the different methods.

Publié le : 1996-01-01
DMLE-ID : 2846 
@article{urn:eudml:doc:40202,
     title = {Factor analysis and information criteria.},
     journal = {Q\"uestii\'o},
     volume = {20},
     year = {1996},
     pages = {409-425},
     mrnumber = {MR1451583},
     zbl = {1167.62426},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40202}
}

Costa, Michele. Factor analysis and information criteria.. Qüestiió, Tome 20 (1996) pp. 409-425. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40202/