Discrete factor analysis using a dependent Poisson model

Rolf Larsson ()
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Rolf Larsson: Uppsala University

Computational Statistics, 2020, vol. 35, issue 3, No 9, 1133-1152

Abstract: Abstract In this paper, we present a method for factor analysis of discrete data. This is accomplished by fitting a dependent Poisson model with a factor structure. To be able to analyze ordinal data, we also consider a truncated Poisson distribution. We try to find the model with the lowest AIC by employing a forward selection procedure. The probability to find the correct model is investigated in a simulation study. Moreover, we heuristically derive the corresponding asymptotic probabilities. An empirical study is also included.

Keywords: AIC; Model selection; Ordinal data (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00180-020-00960-w

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