Factor Uniqueness of the Structural Parafac Model

Paolo Giordani (), Roberto Rocci and Giuseppe Bove
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Paolo Giordani: Sapienza Università di Roma
Giuseppe Bove: University of Roma Tre

Psychometrika, 2020, vol. 85, issue 3, No 2, 555-574

Abstract: Abstract Factor analysis is a well-known method for describing the covariance structure among a set of manifest variables through a limited number of unobserved factors. When the observed variables are collected at various occasions on the same statistical units, the data have a three-way structure and standard factor analysis may fail. To overcome these limitations, three-way models, such as the Parafac model, can be adopted. It is often seen as an extension of principal component analysis able to discover unique latent components. The structural version, i.e., as a reparameterization of the covariance matrix, has been also formulated but rarely investigated. In this article, such a formulation is studied by discussing under what conditions factor uniqueness is preserved. It is shown that, under mild conditions, such a property holds even if the specific factors are assumed to be within-variable, or within-occasion, correlated and the model is modified to become scale invariant.

Keywords: three-way factor analysis; maximum likelihood; factor uniqueness property (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s11336-020-09715-4

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