Psychometrika

, Volume 52, Issue 3, pp 333–343

Application of model-selection criteria to some problems in multivariate analysis

Authors

  • Stanley L. Sclove
    • Department of Information and Decision Sciences, College of Business AdministrationUniversity of Illinois at Chicago
Special Section

DOI: 10.1007/BF02294360

Cite this article as:
Sclove, S.L. Psychometrika (1987) 52: 333. doi:10.1007/BF02294360

Abstract

A review of model-selection criteria is presented, with a view toward showing their similarities. It is suggested that some problems treated by sequences of hypothesis tests may be more expeditiously treated by the application of model-selection criteria. Consideration is given to application of model-selection criteria to some problems of multivariate analysis, especially the clustering of variables, factor analysis and, more generally, describing a complex of variables.

Key words

model selection model evaluation Akaike's information criterion AIC Schwarz's criterion cluster analysis clustering variables factor analysis

Copyright information

© The Psychometric Society 1987