SOME CRITERIA FOR VARIABLE SELECTION IN FACTOR ANALYSIS
SOME CRITERIA FOR VARIABLE SELECTION IN FACTOR ANALYSIS
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因子分析中变量选择的一些准则
DOI：
10.2333/bhmk.10.13_31
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发表时间：
1983
期刊：
影响因子：
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通讯作者：
Y. Tanaka
中科院分区：
文献类型：
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作者：
Y. Tanaka
提出了因子分析中变量选择的四个标准。从使真实因子得分F和估计因子得分F(m)的配置尽可能接近的角度引入了三个。剩下的一个来自由于 F 对变量 X(m) 的回归而导致的方差-协方差矩阵的最大化。讨论了四个准则与Yanai（1980）提出的广义决定系数（GCD）之间的关系。通过对两组实际数据的分析来研究性能。作为变量选择过程，我们提出了前向选择过程以及后向消除过程。
Four criteria are proposed for variable selection in factor analysis. Three are introduced from the viewpoint to make the configurations of the true factor scores F and the estimated factor scores F(m) as close as possible. The remaining one comes from the maximization of the variance-covariance matrix due to regression of F on the variables X(m). The relationship among the four criteria and the generalized coefficient of determination (GCD) proposed by Yanai (1980) is discussed. The performances are investigated through the analyses of two sets of real data. As variable selection procedures we propose the forward selection procedure as well as the backward elimination procedure.