Classical factor analysis relies on the assumption of normally distributed factors that guarantees the model to be estimated via the maximum likelihood method. Even when the assumption of Gaussian factors is not explicitly formulated and estimation is performed via the iterated principal factors' method, the interest is actually mainly focussed on the linear structure of the data, since only moments up to the second ones are involved. In many real situations, the factors could not be adequately described by the first two moments only. For example, skewness characterizing most latent variables in social analysis can be properly measured by the third moment: the factors are not normally distributed and covariance is no longer a sufficient statistic. In this work we propose a factor model characterized by skew-normally distributed factors. Skew-normal refers to a parametric class of probability distributions, that extends the normal distribution by an additional shape parameter regulating the skewness. The model estimation can be solved by the generalized EM algorithm, in which the iterative Newthon-Raphson procedure is needed in the M-step to estimate the factor shape parameter. The proposed skew-normal factor analysis is applied to the study of student satisfaction towards university courses, in order to identify the factors representing different aspects of the latent overall satisfaction.

Angela Montanari, Cinzia Viroli (2010). A skew-normal factor model for the analysis of student satisfaction towards university courses. JOURNAL OF APPLIED STATISTICS, 37, 473-487 [10.1080/02664760902736737].

A skew-normal factor model for the analysis of student satisfaction towards university courses

MONTANARI, ANGELA;VIROLI, CINZIA
2010

Abstract

Classical factor analysis relies on the assumption of normally distributed factors that guarantees the model to be estimated via the maximum likelihood method. Even when the assumption of Gaussian factors is not explicitly formulated and estimation is performed via the iterated principal factors' method, the interest is actually mainly focussed on the linear structure of the data, since only moments up to the second ones are involved. In many real situations, the factors could not be adequately described by the first two moments only. For example, skewness characterizing most latent variables in social analysis can be properly measured by the third moment: the factors are not normally distributed and covariance is no longer a sufficient statistic. In this work we propose a factor model characterized by skew-normally distributed factors. Skew-normal refers to a parametric class of probability distributions, that extends the normal distribution by an additional shape parameter regulating the skewness. The model estimation can be solved by the generalized EM algorithm, in which the iterative Newthon-Raphson procedure is needed in the M-step to estimate the factor shape parameter. The proposed skew-normal factor analysis is applied to the study of student satisfaction towards university courses, in order to identify the factors representing different aspects of the latent overall satisfaction.
2010
Angela Montanari, Cinzia Viroli (2010). A skew-normal factor model for the analysis of student satisfaction towards university courses. JOURNAL OF APPLIED STATISTICS, 37, 473-487 [10.1080/02664760902736737].
Angela Montanari; Cinzia Viroli
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/88073
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