TY - JOUR
T1 - The recoverability of P-technique factor analysis
AU - Molenaar, Peter C.M.
AU - Nesselroade, John R.
N1 - Funding Information:
This work was supported by the Institute for Developmental and Health Research Methodology at the University of Virginia.
PY - 2009/1
Y1 - 2009/1
N2 - 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.
AB - 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.
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U2 - 10.1080/00273170802620204
DO - 10.1080/00273170802620204
M3 - Article
C2 - 26795109
AN - SCOPUS:61449201831
VL - 44
SP - 130
EP - 141
JO - Multivariate Behavioral Research
JF - Multivariate Behavioral Research
SN - 0027-3171
IS - 1
ER -