منابع مشابه
Bi-Cross-Validation for Factor Analysis
Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. We provide a systematic review of current methods and then introduce a method based on bi-crossvalidation, using randomly held-out submatrices of the data to choose the optimal number of factors. We find it performs better than many existing methods especially when both the n...
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Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of simulations. We introduce a method based on bi-cross-validation, using randomly held-out submatrices of the data to choose the number of factors. We find it perform...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2016
ISSN: 0883-4237
DOI: 10.1214/15-sts539