A comparison of Bayesian and frequentist model selection methods for factor analysis models.

ABSTRACT: We compare the performances of well-known frequentist model fit indices (MFIs) and several Bayesian model selection criteria (MCC) as tools for cross-loading selection in factor analysis under low to moderate sample sizes, cross-loading sizes, and possible violations of distributional assumptions. The Bayesian criteria considered include the Bayes factor (BF), Bayesian Information Criterion (BIC), Deviance Information Criterion (DIC), a Bayesian leave-one-out with Pareto smoothed importance sampling (LOO-PSIS), and a Bayesian variable selection method using the spike-and-slab prior (SSP; Lu, Chow, & Loken, 2016). Simulation results indicate that of the Bayesian measures considered, the BF and the BIC showed the best balance between true positive rates and false positive rates, followed clo

SUBMITTER: Lu ZH 

PROVIDER: S-EPMC5527973 | biostudies-literature | 2017 Jun

REPOSITORIES: biostudies-literature