Factor rotation with non-negativity constraints

Stephen Pudney

No 2011-05, ISER Working Paper Series from Institute for Social and Economic Research

Abstract: 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.

Date: 2011-02-14
New Economics Papers: this item is included in nep-ecm
References: View complete reference list from CitEc
Citations:

Published

Downloads: (external link)
https://www.iser.essex.ac.uk/wp-content/uploads/fi ... ers/iser/2011-05.pdf (application/pdf)

Related works:
Working Paper: Factor rotation with non-negativity constraints (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ese:iserwp:2011-05

Ordering information: This working paper can be ordered from
Publications Office, Institute for Social and Economic Research, University of Essex, Wivenhoe Park, Colchester, Essex CO4 3SQ UK
https://www.iser.essex.ac.uk/publications/

Access Statistics for this paper

More papers in ISER Working Paper Series from Institute for Social and Economic Research Publications Office, Institute for Social and Economic Research, University of Essex, Wivenhoe Park, Colchester, Essex CO4 3SQ UK. Contact information at EDIRC.
Bibliographic data for series maintained by Jonathan Nears ().