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A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models

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  • Robin Thompson
  • Brian Cullis
  • Alison Smith
  • Arthur Gilmour

Abstract

Factor analytic variance models have been widely considered for the analysis of multivariate data particularly in the psychometrics area. Recently Smith, Cullis & Thompson (2001) have considered their use in the analysis of multi‐environment data arising from plant improvement programs. For these data, the size of the problem and the complexity of the variance models chosen to account for spatial heterogeneity within trials implies that standard algorithms for fitting factor analytic models can be computationally expensive. This paper presents a sparse implementation of the average information algorithm (Gilmour, Thompson & Cullis, 1995) for fitting factor analytic and reduced rank variance models.

Suggested Citation

  • Robin Thompson & Brian Cullis & Alison Smith & Arthur Gilmour, 2003. "A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 45(4), pages 445-459, December.
    • Handle: RePEc:bla:anzsta:v:45:y:2003:i:4:p:445-459
    DOI: 10.1111/1467-842X.00297
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    Cited by:

    1. Alison B. Smith & Lauren M. Borg & Beverley J. Gogel & Brian R. Cullis, 2019. "Estimation of Factor Analytic Mixed Models for the Analysis of Multi-treatment Multi-environment Trial Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 573-588, December.

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