一种基于残余矩阵方差的主因子数估计方法

Estimation of the number of primary factors based on residual matrix variance ratio

提出了一种基于残余矩阵方差的主因子数估计方法(RVR方法),判断标准是扣除不同因子后,残余矩阵方差显现出差异性.列出了RVR对模拟数据和实验数据的处理结果,并且与其他方法进行了比较,结果表明RVR方法对主因子数的估计效果较好.

A method of estimating the number of primary factors based on residual matrix variance （RVR） was presented , whose criterion is the difference between reduced matrices after deducting different numbers of factors .Meanwhile ,the results of the simulated and experimental data obtained by using RVR were presented .A comparison between RVR and several typical methods indicates that RVR has good performance in estimating primary factors .