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Sparse versus simple structure loadings

Trendafilov, Nickolay T. and Adachi, Kohei (2015). Sparse versus simple structure loadings. Psychometrika, 80(3) pp. 776–790.

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The component loadings are interpreted by considering their magnitudes, which indicates how strongly each of the original variables relates to the corresponding principal component. The usual ad hoc practice in the interpretation process is to ignore the variables with small absolute loadings or set to zero loadings smaller than some threshold value. This, in fact, makes the component loadings sparse in an artificial and a subjective way. We propose a new alternative approach, which produces sparse loadings in an optimal way. The introduced approach is illustrated on two well-known data sets and compared to the existing rotation methods

Item Type: Journal Item
Copyright Holders: 2014 The Psychometric Society
ISSN: 1860-0980
Project Funding Details:
Funded Project NameProject IDFunding Body
Sparse factor analysis with application to large data setsRPG--2013--211The Leverhulme Trust
Keywords: principal component analysis; factor analysis; orthogonal and oblique rotations; sparseness-inducing constraints; LASSO constraints; projected gradients
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 41222
Depositing User: Nickolay Trendafilov
Date Deposited: 04 Nov 2014 09:57
Last Modified: 11 Dec 2018 08:59
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