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Rotation to sparse loadings using Lp losses and related inference problems

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  • Liu, Xinyi Lin
  • Wallin, Gabriel
  • Chen, Yunxiao
  • Moustaki, Irini

Abstract

Researchers have widely used exploratory factor analysis (EFA) to learn the latent structure underlying multivariate data. Rotation and regularised estimation are two classes of methods in EFA that they often use to find interpretable loading matrices. In this paper, we propose a new family of oblique rotations based on component-wise L p loss functions (0

Suggested Citation

  • 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.
    • Handle: RePEc:ehl:lserod:118349
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    References listed on IDEAS

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    More about this item

    Keywords

    component loss function; analytic rotation; regularised estimation; model selection; confidence interval;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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