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Penalized Factor Analysis: grid search5 years ago
Introduction | Model specification | Model fitting | Scad | Grid search | Implied moments | Factor scores | Mcp | Conclusion | R Session | References
penfa 0.1.1Elena Geminiani grid-search-tuning-selection.Rmd
Penalized Factor Analysis5 years ago
Introduction | Model specification | Model fitting | Unpenalized (MLE) model | Lasso | Alasso | Effective degrees of freedom | Summary | Implied moments | Penalty matrix | Factor scores | R Session | References
penfa 0.1.1Elena Geminiani automatic-tuning-selection.Rmd