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Approximated Penalized Maximum Likelihood for Exploratory Factor Analysis: An Orthogonal Case

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  • Shaobo Jin

    (Uppsala University)

  • Irini Moustaki

    (London School of Economics and Political Science)

  • Fan Yang-Wallentin

    (Uppsala University)

Abstract

The problem of penalized maximum likelihood (PML) for an exploratory factor analysis (EFA) model is studied in this paper. An EFA model is typically estimated using maximum likelihood and then the estimated loading matrix is rotated to obtain a sparse representation. Penalized maximum likelihood simultaneously fits the EFA model and produces a sparse loading matrix. To overcome some of the computational drawbacks of PML, an approximation to PML is proposed in this paper. It is further applied to an empirical dataset for illustration. A simulation study shows that the approximation naturally produces a sparse loading matrix and more accurately estimates the factor loadings and the covariance matrix, in the sense of having a lower mean squared error than factor rotations, under various conditions.

Suggested Citation

  • Shaobo Jin & Irini Moustaki & Fan Yang-Wallentin, 2018. "Approximated Penalized Maximum Likelihood for Exploratory Factor Analysis: An Orthogonal Case," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 628-649, September.
    • Handle: RePEc:spr:psycho:v:83:y:2018:i:3:d:10.1007_s11336-018-9623-z
    DOI: 10.1007/s11336-018-9623-z
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    References listed on IDEAS

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    Cited by:

    1. Elena Geminiani & Giampiero Marra & Irini Moustaki, 2021. "Single- and Multiple-Group Penalized Factor Analysis: A Trust-Region Algorithm Approach with Integrated Automatic Multiple Tuning Parameter Selection," Psychometrika, Springer;The Psychometric Society, vol. 86(1), pages 65-95, March.
    2. Liu, Xinyi Lin & Wallin, Gabriel & Chen, Yunxiao & Moustaki, Irini, 2023. "Rotation to sparse loadings using Lp losses and related inference problems," LSE Research Online Documents on Economics 118349, London School of Economics and Political Science, LSE Library.
    3. Yoav Bergner & Peter Halpin & Jill-Jênn Vie, 2022. "Multidimensional Item Response Theory in the Style of Collaborative Filtering," Psychometrika, Springer;The Psychometric Society, vol. 87(1), pages 266-288, March.
    4. Geminiani, Elena & Marra, Giampiero & Moustaki, Irini, 2021. "Single and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection," LSE Research Online Documents on Economics 108873, London School of Economics and Political Science, LSE Library.
    5. Xinyi Liu & Gabriel Wallin & Yunxiao Chen & Irini Moustaki, 2023. "Rotation to Sparse Loadings Using $$L^p$$ L p Losses and Related Inference Problems," Psychometrika, Springer;The Psychometric Society, vol. 88(2), pages 527-553, June.

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