THE NUMBER-OF-FACTORS PROBLEM IN LEAST-SQUARES FACTOR ANALYSIS WITH A RANDOM LOADING MODEL

抄録

A random loading model is presented as a numerical model in a Monte Carlo experiment of factor analysis. Three methods for the number-of-factors problem, Guttman-Kaiser, likelihood ratio and AIC, and two least-squares estimators, one-step and final, were compared experimentally within each category. On the whole, AIC method using the final estimator fared best, whereas the one-step estimator behaved better than the final estimator in estimating the unique variances.

収録刊行物

Journal of the Japanese Society of Computational Statistics   [巻号一覧]

Journal of the Japanese Society of Computational Statistics 1(1), 1-15, 1988-12  [この号の目次]

日本計算機統計学会