Factor analysis and information criteria.

Costa, Michele. "Factor analysis and information criteria.." Qüestiió 20.3 (1996): 409-425. <http://eudml.org/doc/40202>.

@article{Costa1996,
abstract = {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.},
author = {Costa, Michele},
journal = {Qüestiió},
keywords = {Análisis factorial; Método de Montecarlo; Criterios; Estimador de máxima verosimilitud; factor analysis; number of factors; financial market; simulation},
language = {eng},
number = {3},
pages = {409-425},
title = {Factor analysis and information criteria.},
url = {http://eudml.org/doc/40202},
volume = {20},
year = {1996},
}

TY - JOUR
AU - Costa, Michele
TI - Factor analysis and information criteria.
JO - Qüestiió
PY - 1996
VL - 20
IS - 3
SP - 409
EP - 425
AB - 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.
LA - eng
KW - Análisis factorial; Método de Montecarlo; Criterios; Estimador de máxima verosimilitud; factor analysis; number of factors; financial market; simulation
UR - http://eudml.org/doc/40202
ER -