Expected predictive least squares for model selection in covariance structures

DOI10.1016/j.jmva.2016.12.007zbMath1359.62226OpenAlexW2568081800MaRDI QIDQ512004

Haruhiko Ogasawara

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.007

zbMATH Keywords

asymptotic biasfactor analysisgeneralized least squaresAICmodel fitpredictive least squares (PLS)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Statistical aspects of information-theoretic topics (62B10) Applications of statistics to psychology (62P15)

Related Items (2)

A family of the information criteria using the phi-divergence for categorical data ⋮ An asymptotic equivalence of the cross-data and predictive estimators

Cites Work

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• Factor analysis by generalized least squares
• Model Selection and Model Averaging
• Scale invariance and the factor analysis of correlation matrices
• Modified AIC and Cp in multivariate linear regression
• Some Comments on C P

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