Bias correction of the Akaike information criterion in factor analysis
The higher-order asymptotic bias for the Akaike information criterion (AIC) in factor analysis or covariance structure analysis is obtained when the parameter estimators are given by the Wishart maximum likelihood. Since the formula of the exact higher-order bias is complicated, simple approximations which do not include unknown parameter values are obtained. Numerical examples with simulations show that the approximations are reasonably similar to their corresponding exact asymptotic values and simulated values. Simulations for model selection give consistently improved results by the approximate correction of the higher-order bias for the AIC over the usual AIC.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 149 (2016)
Issue (Month): C ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Feinian Chen & Patrick J. Curran & Kenneth A. Bollen & James Kirby & Pamela Paxton, 2008. "An Empirical Evaluation of the Use of Fixed Cutoff Points in RMSEA Test Statistic in Structural Equation Models," Sociological Methods & Research, , vol. 36(4), pages 462-494, May.
- R. Bock & Rolf Bargmann, 1966. "Analysis of covariance structures," Psychometrika, Springer;The Psychometric Society, vol. 31(4), pages 507-534, December.
- Sadhan Maiti & Bishwa Mukherjee, 1990. "A note on distributional properties of the Jöreskog-Sörbom fit indices," Psychometrika, Springer;The Psychometric Society, vol. 55(4), pages 721-726, December.
- Roderick McDonald, 1989. "An index of goodness-of-fit based on noncentrality," Journal of Classification, Springer;The Classification Society, vol. 6(1), pages 97-103, December.
- Hirotugu Akaike, 1987. "Factor analysis and AIC," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 317-332, September.
- Ogasawara, Haruhiko, 2007. "Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1726-1750, October.
- Ogasawara, Haruhiko, 2009. "Asymptotic expansions in mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 902-912, May.
- Haruhiko Ogasawara, 2007. "Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 72(2), pages 227-243, June.
- Ogasawara, Haruhiko, 2006. "Asymptotic expansion of the sample correlation coefficient under nonnormality," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 891-910, February.
- Yoshio Takane, 1987. "Introduction to special section," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 316-316, September.
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, December.
- Ogasawara, Haruhiko, 2007. "Higher-order Estimation Error in Structural Equation Modeling," 商学討究 (Shogaku Tokyu), Otaru University of Commerce, vol. 57(4), pages 131-160.
- Kenneth Bollen, 1986. "Sample size and bentler and Bonett's nonnormed fit index," Psychometrika, Springer;The Psychometric Society, vol. 51(3), pages 375-377, September.
- Kenneth A. Bollen, 1989. "A New Incremental Fit Index for General Structural Equation Models," Sociological Methods & Research, , vol. 17(3), pages 303-316, February.
- repec:ucp:bkecon:9780226316529 is not listed on IDEAS
- Ledyard Tucker & Charles Lewis, 1973. "A reliability coefficient for maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 38(1), pages 1-10, March.
- Ogasawara, Haruhiko, 2015. "Asymptotic cumulants of some information criteria," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5446, Otaru University of Commerce.
- Ogasawara, Haruhiko, 2015. "Asymptotic cumulants of some information criteria (2nd version)," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5497, Otaru University of Commerce.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:149:y:2016:i:c:p:144-159. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.