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The Hull Method for Selecting the Number of Common Factors

✍ Scribed by Lorenzo-Seva, Urbano; Timmerman, Marieke E.; Kiers, Henk A. L.


Book ID
120209529
Publisher
Lawrence Erlbaum Associates, Inc.
Year
2011
Tongue
English
Weight
274 KB
Volume
46
Category
Article
ISSN
0027-3171

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Sir: It is well known that the most applied criteria for determining the number of underlying factors from a data matrix being factor-analyzed are the Malinowski's indicator @ND) function [l] and the Wold's double cross-validation (DCV) procedure [2]. Recently, we have proposed another proof that is