Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data
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- 作者：Rolf Sundberga ; rolfs@math.su.se" class="auth_mail" title="E-mail the corresponding author ; Uwe Feldmannb ; uf@med-imbei.uni-saarland.de" class="auth_mail" title="E-mail the corresponding author
- 关键词：62H25
- 刊名：Journal of Multivariate Analysis
- 出版年：2016
- 出版时间：June 2016
- 年：2016
- 卷：148
- 期：Complete
- 页码：49-59
- 全文大小：460 K
文摘
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We treat the case of more variables than observations (p>n)den">de"> in the standard FA model.
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For large de169f95f2e" title="Click to view the MathML source">pden">de">, factor scores can be estimated with high precision (de0909470b90f712002fa" title="Click to view the MathML source">nden">de"> need not be large).
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For large de169f95f2e" title="Click to view the MathML source">pden">de">, an old iteration method converges fast and with no inadmissible values.