A new approach for selecting the number of factors

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题名:	A new approach for selecting the number of factors
作者:	Chen,YP;Huang,HC;Tu,IP
贡献者:	統計研究所
关键词:	MODEL SELECTION;ROTATION
日期:	2010
上传时间:	2012-03-27 19:07:01 (UTC+8)
出版者:	國立中央大學
摘要:	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.
關聯:	COMPUTATIONAL STATISTICS & DATA ANALYSIS
显示于类别:	[統計研究所] 期刊論文

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