Determining the number of factors in high-dimensional generalized latent factor models

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  • who: Biometrika from the DepartmentUniversity of have published the Article: Determining the number of factors in high-dimensional generalized latent factor models, in the Journal: (JOURNAL)
  • what: The authors evaluate the proposed method by a simulation study and an application to Eysenck's personality questionnaire. The authors provide further explanations on the requirements of u(n, N, J, K)=o{σK2 * +1 (M * )} and N ∨ J=o u(n, N, J, K). To obtain a relatively simple loading structure, the authors investigate the three-factor model using the oblimin method, one of the most popular . . .

     

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