Generalized Ridge Estimation and Its application in Factor Analysis Method

被引：1

作者：

Wang, Cheng ^{[1
]}

Liu, Huanbin ^{[1
]}

机构：

[1] Huanggang Normal Univ, Coll Math & Informat Sci, Huanggang 438000, Peoples R China

来源：

2009 INTERNATIONAL CONFERENCE ON RESEARCH CHALLENGES IN COMPUTER SCIENCE, ICRCCS 2009 | 2009年

关键词：

generalized ridge estimation; factor analysis method; factor score; stability; PRINCIPAL COMPONENT REGRESSION; NONORTHOGONAL PROBLEMS;

D O I：

10.1109/ICRCCS.2009.67

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

In this paper, the estimation problem of factor score in factor analysis method is studied. Firstly, the disadvantages of the existing weighted least square method which is used to estimate the factor score in factor analysis are discussed. Secondly, a new estimation method named generalized ridge estimation is presented to improve the existing estimation methods. Finally, several useful methods to determine the ridge parameters are given. Thus, this generalized ridge estimation method effectively enhances the stability of factor score estimation.

引用

页码：232 / 234

页数：3

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