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Confirmatory Factor Analysis (CFA) is a particular form of factor analysis, most commonly used in social research. In confirmatory factor analysis, the researcher first develops a hypothesis about what factors they believe are underlying…

Applications · Statistics 2019-05-15 Rui Portocarrero Sarmento , Vera Costa

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

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

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

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

Bi-factor analysis is a form of confirmatory factor analysis widely used in psychological and educational measurement. The use of a bi-factor model requires the specification of an explicit bi-factor structure on the relationship between…

Methodology · Statistics 2025-05-21 Jiawei Qiao , Yunxiao Chen , Zhiliang Ying

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

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

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

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

The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with a partition function whose integrand is not positive. One way to simulate such a system is to use the factorization method where one enforces…

High Energy Physics - Lattice · Physics 2012-11-08 Konstantinos N. Anagnostopoulos , Takehiro Azuma , Jun Nishimura

Factor analysis (FA) is a statistical tool for studying how observed variables with some mutual dependences can be expressed as functions of mutually independent unobserved factors, and it is widely applied throughout the psychological,…

Machine Learning · Statistics 2023-06-01 Alex Markham , Mingyu Liu , Bryon Aragam , Liam Solus

Aberrant respondents are common but yet extremely detrimental to the quality of social surveys or questionnaires. Recently, factor mixture models have been employed to identify individuals providing deceptive or careless responses. We…

Methodology · Statistics 2024-08-08 Niccolò Cao , Livio Finos , Luigi Lombardi , Antonio Calcagnì

In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several…

Econometrics · Economics 2022-03-08 Matthew Harding , Carlos Lamarche , Chris Muris

Corporate bond factor research faces a replication crisis. The crisis stems from two sources that inflate reported factor premia: transaction prices whose measurement error enters both sorting signals and return denominators, creating a…

Pricing of Securities · Quantitative Finance 2026-04-10 Alexander Dickerson , Cesare Robotti , Giulio Rossetti

This paper challenges the prevailing practice of accepting standardized factor loadings as low as .50 in confirmatory factor analysis. Drawing on the logic of Average Variance Extracted (AVE) and communality, the author argues for a…

Methodology · Statistics 2026-05-13 M. Murat Yaslioglu , Duygu Toplu Yaslioglu

Exploratory factor analysis is often used in the social sciences to estimate potential measurement models. To do this, several important issues need to be addressed: (1) determining the number of factors, (2) learning constraints in the…

Methodology · Statistics 2025-05-28 Dale S. Kim , Audrey Lu , Qing Zhou

Feature attribution has gained prominence as a tool for explaining model decisions, yet evaluating explanation quality remains challenging due to the absence of ground-truth explanations. To circumvent this, explanation-guided input…

Machine Learning · Computer Science 2025-11-12 Yi Cai , Thibaud Ardoin , Mayank Gulati , Gerhard Wunder

This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…

Econometrics · Economics 2021-08-13 Jushan Bai , Serena Ng

A key to causal inference with observational data is achieving balance in predictive features associated with each treatment type. Recent literature has explored representation learning to achieve this goal. In this work, we discuss the…

Machine Learning · Statistics 2021-02-25 Serge Assaad , Shuxi Zeng , Chenyang Tao , Shounak Datta , Nikhil Mehta , Ricardo Henao , Fan Li , Lawrence Carin
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