Rotation to Sparse Loadings Using $$L^p$$ L p Losses and Related Inference Problems

Xinyi Liu (), Gabriel Wallin (), Yunxiao Chen () and Irini Moustaki ()
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Xinyi Liu: London School of Economics and Political Science
Gabriel Wallin: London School of Economics and Political Science
Yunxiao Chen: London School of Economics and Political Science
Irini Moustaki: London School of Economics and Political Science

Psychometrika, 2023, vol. 88, issue 2, No 7, 527-553

Abstract: 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 $$L^p$$ L p loss functions $$(0

Keywords: component loss function; analytic rotation; regularised estimation; model selection; confidence interval (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s11336-023-09911-y

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