多变量广义因子的解析闭式解

Q3 Mathematics

Journal of Modern Applied Statistical Methods Pub Date : 2020-02-13 DOI:10.22237/jmasm/1556668980

S. Lipovetsky, Vladimir Manewitsch

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引用次数: 1

摘要

单因子解的因子分析三元法给出了由三个变量构成的共同潜因子的显式分析形式。当前的工作考虑了在多变量情况的闭式解中构造的一般潜在因子的分析表示。研究结果可以支持潜在变量建模的理论描述和实际应用，特别是对于大数据，因为分析闭合形式的解不倾向于数据维度。

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Analytical Closed-Form Solution for General Factor with Many Variables

The factor analytic triad method of one-factor solution gives the explicit analytical form for a common latent factor built by three variables. The current work considers analytical presentation of a general latent factor constructed in a closed-form solution for multivariate case. The results can be supportive to theoretical description and practical application of latent variable modeling, especially for big data because the analytical closed-form solution is not prone to data dimensionality.

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来源期刊

Journal of Modern Applied Statistical Methods STATISTICS & PROBABILITY-

CiteScore

0.50

自引率

0.00%

发文量

期刊介绍： The Journal of Modern Applied Statistical Methods is an independent, peer-reviewed, open access journal designed to provide an outlet for the scholarly works of applied nonparametric or parametric statisticians, data analysts, researchers, classical or modern psychometricians, and quantitative or qualitative methodologists/evaluators.