A new approach for selecting the number of factors

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51822

Title:	A new approach for selecting the number of factors
Authors:	Chen,YP;Huang,HC;Tu,IP
Contributors:	統計研究所
Keywords:	MODEL SELECTION;ROTATION
Date:	2010
Issue Date:	2012-03-27 19:07:01 (UTC+8)
Publisher:	國立中央大學
Abstract:	In factor factor analysis, it is critical to determine the number of factors. A new approach to select the number of factors based on unbiased risk estimation is introduced. This approach utilizes a concept, called generalized degrees of freedom (GDF), originally proposed for model selection in regression. A data perturbation technique is applied for estimating GDF. Simulation experiments show that the proposed method performs better than some commonly used methods. (C) 2009 Elsevier B.V. All rights reserved.
Relation:	COMPUTATIONAL STATISTICS & DATA ANALYSIS
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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