Title :
Generalized Ridge Estimation and Its Application in Factor Analysis Method
Author :
Wang, Cheng ; Liu, Huanbin
Author_Institution :
Coll. of Math. & Inf. Sci., Huanggang Normal Univ., Huanggang, China
Abstract :
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.
Keywords :
estimation theory; least squares approximations; statistical analysis; factor analysis method; factor score estimation problem; generalized ridge estimation; weighted least square method; Application software; Computer science; Educational institutions; Information analysis; Information science; Least squares approximation; Least squares methods; Mathematics; Psychology; Stability analysis; factor analysis method; factor score; generalized ridge estimation; stability;
Conference_Titel :
Research Challenges in Computer Science, 2009. ICRCCS '09. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3927-0
Electronic_ISBN :
978-1-4244-5410-5
DOI :
10.1109/ICRCCS.2009.67
