A Bayesian formulation of factor analysis model is presented. Model selection via reversible jump MCMC is implemented. Some preliminary results on identification of the proposed models are established, that extend the condition of identification of the single-factor model proposed by Stanghellini (1997).
Graphical Factor Analysis Models: Specification and Model Comparison
STANGHELLINI, Elena
1998
Abstract
A Bayesian formulation of factor analysis model is presented. Model selection via reversible jump MCMC is implemented. Some preliminary results on identification of the proposed models are established, that extend the condition of identification of the single-factor model proposed by Stanghellini (1997).File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
