ppt课件-estimatingandminimizinguncertaintyinfactoranalytic.pptVIP

Estimating and minimizing uncertainty in factor analytic results, both in 2-way and in 3-way models Pentti Paatero, Shelly I Eberly, Philip K. Hopke Univ. of HelsinkiUS EPAClarkson University Known methods for error estimation Error propagation (EP) : std-dev of X elements must be known (or guessed). Compute Hessian matrix H of Q. Perform SVD of H. May approximate H by JTJ ? compute SVD of J, the Jacobian of fitted values vs. factor elements. Noise insertion (NI) = create perturbed versions of X by adding noise to its elements. Fit the model to perturbed versions of X, formulate hist