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
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)
Pudney, Stephen
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2011

DOI
doi:10.1920/wp.cem.2011.0211
Handle
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Pudney, Stephen
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2011

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