An heuristic scree plot criterion for the number of factors

DOI10.1007/s00362-023-01517-xMaRDI QIDQ6581367

Ard H. J. den Reijer, Pieter W. Otter, Jan P. A. M. Jacobs

Publication date: 30 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

factor modelnumber of factorsscree test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
• Principal component analysis.
• A rationale and test for the number of factors in factor analysis
• Some necessary conditions for common-factor analysis
• Testing Hypotheses About the Number of Factors in Large Factor Models
• A criterion for the number of factors
• Determining the Number of Factors in the General Dynamic Factor Model

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