Rotation to sparse loadings using Lp losses and related inference problems

Xinyi Lin Liu, Gabriel Wallin, Yunxiao Chen and Irini Moustaki

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

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 loss functions (0

Keywords: component loss function; analytic rotation; regularised estimation; model selection; confidence interval (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2023-06-30
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Published in Psychometrika, 30, June, 2023, 88(2), pp. 527 - 553. ISSN: 0033-3123

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