Factor analysis is a well-known method for describing the covariance structure among a set of manifest variables through a limited number of unobserved factors. When the observed variables are collected at various occasions on the same statistical units, the data have a three-way structure and standard factor analysis may fail. To overcome these limitations, three-way models, such as the Parafac model, can be adopted. It is often seen as an extension of principal component analysis able to discover unique latent components. The structural version, i.e., as a reparameterization of the covariance matrix, has been also formulated but rarely investigated. In this article, such a formulation is studied by discussing under what conditions factor uniqueness is preserved. It is shown that, under mild conditions, such a property holds even if the specific factors are assumed to be within-variable, or within-occasion, correlated and the model is modified to become scale invariant.

Factor Uniqueness of the Structural Parafac Model / Giordani, P.; Rocci, R.; Bove, G.. - In: PSYCHOMETRIKA. - ISSN 0033-3123. - 85:3(2020), pp. 555-574. [10.1007/s11336-020-09715-4]

Factor Uniqueness of the Structural Parafac Model

Giordani P.;Rocci R.;
2020

Abstract

Factor analysis is a well-known method for describing the covariance structure among a set of manifest variables through a limited number of unobserved factors. When the observed variables are collected at various occasions on the same statistical units, the data have a three-way structure and standard factor analysis may fail. To overcome these limitations, three-way models, such as the Parafac model, can be adopted. It is often seen as an extension of principal component analysis able to discover unique latent components. The structural version, i.e., as a reparameterization of the covariance matrix, has been also formulated but rarely investigated. In this article, such a formulation is studied by discussing under what conditions factor uniqueness is preserved. It is shown that, under mild conditions, such a property holds even if the specific factors are assumed to be within-variable, or within-occasion, correlated and the model is modified to become scale invariant.
2020
factor uniqueness property; maximum likelihood; three-way factor analysis
01 Pubblicazione su rivista::01a Articolo in rivista
Factor Uniqueness of the Structural Parafac Model / Giordani, P.; Rocci, R.; Bove, G.. - In: PSYCHOMETRIKA. - ISSN 0033-3123. - 85:3(2020), pp. 555-574. [10.1007/s11336-020-09715-4]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1471411
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