Constructing Common Factors from Continuous and Categorical Data
From MaRDI portal
Publication:5863576
DOI10.1080/07474938.2014.956625zbMath1491.62044OpenAlexW1972856264MaRDI QIDQ5863576
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.296.151
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)
Related Items (5)
A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts ⋮ Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions ⋮ Identification of the linear factor model ⋮ The Special Issue in Honor of Aman Ullah: An Overview ⋮ Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components
Uses Software
Cites Work
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering
- Nonparametric estimation of regression functions with both categorical and continuous data
- Are more data always better for factor analysis?
- The polyserial correlation coefficient
- Majorization as a tool for optimizing a class of matrix functions
- An analysis and synthesis of multiple correspondence analysis, optimal scaling, dual scaling, homogeneity analysis and other methods for quantifying categorical multivariate data
- A nonmetric variety of linear factor analysis
- A general solution to Mosier's oblique Procrustes problem
- The Gifi system of descriptive multivariate analysis.
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- A monotonically convergent algorithms for factals
- On the estimation of polychoric correlations and their asymptotic covariance matrix
- Zig-zag exploratory factor analysis with more variables than observations
- A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
- A generalized solution of the orthogonal Procrustes problem
- Nonmetric multidimensional scaling. A numerical method
- Remarks on functional canonical variates, alternating least squares methods and ACE
- Some properties of the bivariate normal distribution considered in the form of a contingency table
- Functional coefficient estimation with both categorical and continuous data
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Procrustes Problems
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Inferential Theory for Factor Models of Large Dimensions
- Determining the Number of Factors in Approximate Factor Models
- A general method for analysis of covariance structures
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Constructing Common Factors from Continuous and Categorical Data
