arXiv:1811.05336v2 Announce Type: replace-cross Abstract: Inference for factor models is often hampered by the lack of tractable and accurate variance estimates, which can materially distort downstream analyses. In practice, uncertainty in the residual covariance matrix is frequently either ignored or addressed through computationally intensive resampling methods that tend to be unstable. This paper develops a unified analytical framework for inference in exploratory factor analysis under several widely used extraction rules, including least-squares, principal-factor, iterative principal-compo

Source: arXiv cs.LG — read the full report at the original publisher.

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