Arbeitspapier
Factor rotation with non-negativity constraints
Factor rotation is widely used to interpret the estimated factor loadings from latent variable models. Rotation methods embody a priori concepts of 'complexity' of factor structures, which they seek to minimise. Surprisingly, it is rare for researchers to exploit one of the most common and powerful sources of a priori information: non-negativity of factor loadings. This paper develops a method of incorporating sign restrictions in factor rotation, exploiting a recently-developed test for multiple inequality constraints. An application to the measurement of disability demonstrates the feasibility of the method and the power of non-negativity restrictions.
- Sprache
-
Englisch
- Erschienen in
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Series: cemmap working paper ; No. CWP02/11
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Multiple or Simultaneous Equation Models: Classification Methods; Cluster Analysis; Principal Components; Factor Models
Health: General
- Thema
-
Factor rotation
Inequality constraints
Chen-Szroeter test
Disability
- Ereignis
-
Geistige Schöpfung
- (wer)
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Pudney, Stephen
- Ereignis
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Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
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London
- (wann)
-
2011
- DOI
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doi:10.1920/wp.cem.2011.0211
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Pudney, Stephen
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2011