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| Content Provider | Springer Nature Link |
|---|---|
| Author | Sardy, Sylvain Victoria Feser, Maria Pia |
| Copyright Year | 2011 |
| Abstract | For manifest variables with additive noise and for a given number of latent variables with an assumed distribution, we propose to nonparametrically estimate the association between latent and manifest variables. Our estimation is a two step procedure: first it employs standard factor analysis to estimate the latent variables as theoretical quantiles of the assumed distribution; second, it employs the additive models’ backfitting procedure to estimate the monotone nonlinear associations between latent and manifest variables. The estimated fit may suggest a different latent distribution or point to nonlinear associations. We show on simulated data how, based on mean squared errors, the nonparametric estimation improves on factor analysis. We then employ the new estimator on real data to illustrate its use for exploratory data analysis. |
| Starting Page | 647 |
| Ending Page | 659 |
| Page Count | 13 |
| File Format | |
| ISSN | 09603174 |
| Journal | Statistics and Computing |
| Volume Number | 22 |
| Issue Number | 2 |
| e-ISSN | 15731375 |
| Language | English |
| Publisher | Springer US |
| Publisher Date | 2011-06-29 |
| Publisher Place | Boston |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | Factor analysis Principal component analysis Nonparametric regression Bartlett’s factor scores Dimension reduction Artificial Intelligence (incl. Robotics) Numeric Computing Statistics and Computing/Statistics Programs Mathematics Statistics |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Theoretical Computer Science Computational Theory and Mathematics Statistics, Probability and Uncertainty |
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