Simultaneous variable and factor selection via sparse group lasso in factor analysis

DOI10.1080/00949655.2019.1633324OpenAlexW2956049009MaRDI QIDQ5107489

Yuanchu Dang, Qing Wang

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1633324

zbMATH Keywords

factor analysisvariable selectionexpectation-maximizationlikelihood cross-validationpenalized log-likelihoodfactor selectionsparse group Lasso

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Uses Software

• psych

Cites Work

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• A selective review of group selection in high-dimensional models
• A new look at the statistical model identification

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