因子模型中正交旋轉(zhuǎn)方法的改進(jìn)
發(fā)布時(shí)間:2018-11-14 18:07
【摘要】:文章分析了正交旋轉(zhuǎn)矩陣的構(gòu)建原則,基于列聯(lián)表獨(dú)立性檢驗(yàn)思路,提出了一種新的正交旋轉(zhuǎn)方法——Pearsonmax旋轉(zhuǎn)。給出了Pearsonmax旋轉(zhuǎn)的統(tǒng)計(jì)學(xué)性質(zhì)和最大值旋轉(zhuǎn)解,并且提供了具體的旋轉(zhuǎn)迭代算法。利用數(shù)值分析對(duì)比了Pearsonmax旋轉(zhuǎn)與已有的正交旋轉(zhuǎn)(Quartimax旋轉(zhuǎn)和Varimax旋轉(zhuǎn))的旋轉(zhuǎn)解的績(jī)效,結(jié)果表明:Pearsonmax旋轉(zhuǎn)可以作為現(xiàn)有的正交旋轉(zhuǎn)方法的一個(gè)良好替代。
[Abstract]:In this paper, the construction principle of orthogonal rotation matrix is analyzed, and a new orthogonal rotation method, Pearsonmax rotation, is proposed based on the idea of column table independence test. The statistical properties and maximum rotation solutions of Pearsonmax rotation are given, and a specific rotation iteration algorithm is provided. The performance of Pearsonmax rotation and existing orthogonal rotation (Quartimax rotation and Varimax rotation) is compared by numerical analysis. The results show that Pearsonmax rotation can be used as a good substitute for the existing orthogonal rotation methods.
【作者單位】: 濟(jì)南大學(xué)數(shù)學(xué)科學(xué)院;山東大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】:國(guó)家社會(huì)科學(xué)基金資助項(xiàng)目(12BTJ015) 國(guó)家自然科學(xué)基金資助項(xiàng)目(11226094) 教育部人文社科規(guī)劃基金資助項(xiàng)目(13YJAZH091) 濟(jì)南大學(xué)科研基金青年項(xiàng)目(XKY1315)
【分類(lèi)號(hào)】:O212.4
本文編號(hào):2331906
[Abstract]:In this paper, the construction principle of orthogonal rotation matrix is analyzed, and a new orthogonal rotation method, Pearsonmax rotation, is proposed based on the idea of column table independence test. The statistical properties and maximum rotation solutions of Pearsonmax rotation are given, and a specific rotation iteration algorithm is provided. The performance of Pearsonmax rotation and existing orthogonal rotation (Quartimax rotation and Varimax rotation) is compared by numerical analysis. The results show that Pearsonmax rotation can be used as a good substitute for the existing orthogonal rotation methods.
【作者單位】: 濟(jì)南大學(xué)數(shù)學(xué)科學(xué)院;山東大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】:國(guó)家社會(huì)科學(xué)基金資助項(xiàng)目(12BTJ015) 國(guó)家自然科學(xué)基金資助項(xiàng)目(11226094) 教育部人文社科規(guī)劃基金資助項(xiàng)目(13YJAZH091) 濟(jì)南大學(xué)科研基金青年項(xiàng)目(XKY1315)
【分類(lèi)號(hào)】:O212.4
【相似文獻(xiàn)】
相關(guān)期刊論文 前3條
1 薛雷;;圓截面正交旋轉(zhuǎn)直管流動(dòng)的Galerkin解[J];福建工程學(xué)院學(xué)報(bào);2008年03期
2 王永慶;一個(gè)正交旋轉(zhuǎn)及回歸分析設(shè)計(jì)方案的研究與實(shí)現(xiàn)[J];微機(jī)發(fā)展;1996年03期
3 ;[J];;年期
,本文編號(hào):2331906
本文鏈接:http://www.sikaile.net/guanlilunwen/jixiaoguanli/2331906.html
最近更新
教材專(zhuān)著