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Factor rotation with non-negativity constraints

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  • Stephen Pudney

    ()
    (Institute for Fiscal Studies and Institute for Social and Economic Research)

Abstract

Factor rotation is widely used to interpret the estimated factor loadings from latent variable models. Rotation methods embody a priori concepts of 'complexity' of factor structures, which they seek to minimise. Surprisingly, it is rare for researchers to exploit one of the most common and powerful sources of a priori information: non-negativity of factor loadings. This paper develops a method of incorporating sign restrictions in factor rotation, exploiting a recently-developed test for multiple inequality constraints. An application to the measurement of disability demonstrates the feasibility of the method and the power of non-negativity restrictions.

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File URL: http://cemmap.ifs.org.uk/wps/cwp0211.pdf
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Bibliographic Info

Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP02/11.

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Date of creation: Jan 2011
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Handle: RePEc:ifs:cemmap:02/11

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