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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

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Methodology · Statistics 2024-10-08 Yifan Yang , Tianzhou Ma , Chuan Bi , Shuo Chen

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Factor analysis models explain dependence among observed variables by a smaller number of unobserved factors. A main challenge in confirmatory factor analysis is determining whether the factor loading matrix is identifiable from the…

Statistics Theory · Mathematics 2026-01-21 Nils Sturma , Miriam Kranzlmueller , Irem Portakal , Mathias Drton

Item factor analysis (IFA) refers to the factor models and statistical inference procedures for analyzing multivariate categorical data. IFA techniques are commonly used in social and behavioral sciences for analyzing item-level response…

Methodology · Statistics 2020-04-17 Yunxiao Chen , Siliang Zhang

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

Previous research has shown that ignoring individual differences of factor loadings in conventional factor models may reduce the determinacy of factor score predictors. Therefore, the aim of the present study is to propose a heterogeneous…

Methodology · Statistics 2025-03-11 André Beauducel , Norbert Hilger , Anneke C. Weide

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

The replication crisis in social and behavioral sciences has raised concerns about the reliability and validity of empirical studies. While research in the literature has explored contributing factors to this crisis, the issues related to…

Methodology · Statistics 2024-06-13 Dandan Tang , Steven M. Boker , Xin Tong

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

Factor-based forecasting using Principal Component Analysis (PCA) is an effective machine learning tool for dimension reduction with many applications in statistics, economics, and finance. This paper introduces a Supervised Screening and…

Econometrics · Economics 2025-02-24 Sihan Tu , Zhaoxing Gao

The relevance of determinacy coefficients as indicators for the validity of factor score predictors has regularly been emphasized. Previous simulation studies revealed biased determinacy coefficients for factor score predictors based on…

Applications · Statistics 2023-05-12 André Beauducel , Norbert Hilger , Anneke Weide

Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based approach, known as Matrix Decomposition Factor Analysis…

Statistics Theory · Mathematics 2025-06-23 Yoshikazu Terada

Modern machine learning methods are critical to the development of large-scale personalized learning systems that cater directly to the needs of individual learners. The recently developed SPARse Factor Analysis (SPARFA) framework provides…

Machine Learning · Statistics 2013-05-13 Andrew S. Lan , Christoph Studer , Andrew E. Waters , Richard G. Baraniuk

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Machine Learning · Statistics 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

It is widely believed that a joint factor analysis of item responses and response time (RT) may yield more precise ability scores that are conventionally predicted from responses only. For this purpose, a simple-structure factor model is…

Applications · Statistics 2025-01-01 Yang Liu , Weimeng Wang

Most machine learning tools work with a single table where each row is an instance and each column is an attribute. Each cell of the table contains an attribute value for an instance. This representation prevents one important form of…

Artificial Intelligence · Computer Science 2011-03-14 Tiago Silva , Inês Dutra

Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating…

Machine Learning · Computer Science 2013-11-12 Stefan Richthofer , Laurenz Wiskott

The recently proposed SPARse Factor Analysis (SPARFA) framework for personalized learning performs factor analysis on ordinal or binary-valued (e.g., correct/incorrect) graded learner responses to questions. The underlying factors are…

Machine Learning · Statistics 2014-12-19 Andrew S. Lan , Christoph Studer , Richard G. Baraniuk

We revisit a singular value decomposition (SVD) algorithm given in Chen et al. (2019b) for exploratory Item Factor Analysis (IFA). This algorithm estimates a multidimensional IFA model by SVD and was used to obtain a starting point for…

Methodology · Statistics 2025-01-08 Haoran Zhang , Yunxiao Chen , Xiaoou Li
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