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A Bayesian Regularized Approach to Exploratory Factor Analysis in One Step

Bibliographic Data

ID21641841
AuthorsJinsong Chen (0000-0002-0157-5469, University of Hong Kong, corresponding author)
Year2021
Volume28
Issue4
Pages518-528
Publication date2021-07-04
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueStructural Equation Modeling: A Multidisciplinary Journal (JOURNAL)
Journal identifiersISSN: 1070-5511 • E-ISSN: 1532-8007
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1080/10705511.2020.1854763
OpenAlexW3124960641
LanguageEN
Citations received4
References cited35

This research proposes a one-step Bayesian regularized approach to exploratory factor analysis (EFA) with an unknown number of factors. The proposed Bayesian regularized exploratory factor analysis (BREFA) model builds on the idea of bi-level Bayesian sparse group selection and can produce exact zero estimates at both the factor and loading levels. It can distinguish true factors from spurious factors and provide estimations of model and tuning parameters simultaneously. In addition to achieving model simplicity at both the factor and item levels, the approach provides interval estimates that can be used for significance testing, making it capable of addressing both uncorrelated and correlated factors. The Bayesian hierarchical formulation is implemented using Markov chain Monte Carlo estimation with the multivariate spike and slab priors and posterior median estimator. Based on simulated and real data analysis, BREFA demonstrates clear advantages or flexibility compared with traditional and Bayesian EFA, in terms of factor extraction, parameter estimation, and model interpretation

Algorithm · Bayes factor · Bayesian inference · Bayesian probability · Estimator · Machine learning · Marginal likelihood · Markov chain Monte Carlo · Prior probability · Spurious relationship · Statistics · Advanced Statistical Modeling Techniques · Computer Science · Face and Expression Recognition · Gene expression and cancer classification · Mathematics · Artificial Intelligence

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Unique citing works4
Citations per year1
Citation span2022 - 2025 (4)
Citation velocityrecent
Highly citedNo
Citation typesNeutral: 4

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