The recoverability of P-technique factor analysis

Peter C.M. Molenaar, John R. Nesselroade

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

It seems that just when we are about to lay P-technique factor analysis finally to rest as obsolete because of newer, more sophisticated multivariate time-series models using latent variablesdynamic factor modelsit rears its head to inform us that an obituary may be premature. We present the results of some simulations demonstrating that even though it does not explicitly model lagged information, P-technique's ability to recover the parameters of underlying dynamic processes involving lagged relations among the manifest variables is apparently robust and accurate. An empirical example is presented using 103 days of affective mood self-ratings from a young pregnant woman. Implications of the simulation and empirical findings are briefly discussed.

Original languageEnglish (US)
Pages (from-to)130-141
Number of pages12
JournalMultivariate Behavioral Research
Volume44
Issue number1
DOIs
StatePublished - Jan 1 2009

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Experimental and Cognitive Psychology
  • Arts and Humanities (miscellaneous)

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