Factor analysis and AIC

  title={Factor analysis and AIC},
  author={Hirotugu Akaike},
  • H. Akaike
  • Published 1 September 1987
  • Mathematics
  • Psychometrika
The information criterion AIC was introduced to extend the method of maximum likelihood to the multimodel situation. It was obtained by relating the successful experience of the order determination of an autoregressive model to the determination of the number of factors in the maximum likelihood factor analysis. The use of the AIC criterion in the factor analysis is particularly interesting when it is viewed as the choice of a Bayesian model. This observation shows that the area of application… 
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