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Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…

Methodology · Statistics 2026-04-02 Tamara Schamberger , Florian Schuberth , Jörg Henseler , Yves Rosseel

The model implied by factor score predictors does not reproduce the non-diagonal elements of the observed covariance matrix as well as the factor loadings. It is therefore investigated whether it is possible to estimate factor loadings for…

Applications · Statistics 2019-09-26 André Beauducel , Norbert Hilger

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

Optimization and Control · Mathematics 2017-08-02 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

Score Predictor Factor Analysis (SPFA) was introduced as a method that allows to compute factor score predictors that are -- under some conditions -- more highly correlated with the common factors resulting from factor analysis than the…

Applications · Statistics 2020-04-07 André Beauducel , Norbert Hilger

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Methodology · Statistics 2025-07-01 Paul T. von Hippel

The present study investigates to what degree the common variance of the factor score predictor with the original factor, i.e., the determinacy coefficient or the validity of the factor score predictor, depends on the mean-difference…

Applications · Statistics 2023-11-27 André Beauducel , Norbert Hilger

Individual scores on common factors are required in some applied settings (e.g., business and marketing settings). Common factors are based on reflective indicators, but their scores cannot unambiguously be determined. Therefore, factor…

Applications · Statistics 2017-01-24 André Beauducel , Anja Leue , Norbert Hilger

A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large…

Methodology · Statistics 2014-05-05 Paula M. Murray , Paul D. McNicholas , Ryan P. Browne

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

Factor analysis is a classical data reduction technique that seeks a potentially lower number of unobserved variables that can account for the correlations among the observed variables. This paper presents an extension of the factor…

Methodology · Statistics 2013-12-04 Tsung-I Lin , Pal H. Wu , Geoffrey J. McLachlan , Sharon X. Lee

In the past few years, there have been a number of proposals for generalizing the factor analysis (FA) model and its mixture version (known as mixtures of factor analyzers (MFA)) using non-normal and asymmetric distributions. These models…

Methodology · Statistics 2018-11-21 Sharon X. Lee , Geoffrey J. McLachlan

Real-world relations among entities can often be observed and determined by different perspectives/views. For example, the decision made by a user on whether to adopt an item relies on multiple aspects such as the contextual information of…

Machine Learning · Computer Science 2018-02-16 Chun-Ta Lu , Lifang He , Hao Ding , Bokai Cao , Philip S. Yu

Principal component analysis and factor analysis are fundamental multivariate analysis methods. In this paper a unified framework to connect them is introduced. Under a general latent variable model, we present matrix optimization problems…

Methodology · Statistics 2024-05-31 Shifeng Xiong

Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…

Methodology · Statistics 2021-07-12 Yuqi Gu , Gongjun Xu

We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…

Statistics Theory · Mathematics 2025-01-23 Benjamin Poignard , Yoshikazu Terada

Factor-based Structural Equation Modeling (SEM) relies on likelihood-based estimation assuming a nonsingular sample covariance matrix, which breaks down in small-sample settings with $p>n$. To address this, we propose a novel estimation…

Machine Learning · Computer Science 2026-04-21 Hiroki Hasegawa , Aoba Tamura , Yukihiko Okada

Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is…

Methodology · Statistics 2022-04-18 Tyler J. VanderWeele , Stijn Vansteelandt
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