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Example
23
Exploratory Factor Analysis by
Specification Search
Introduction
This example demonstrates exploratory factor analysis by means of a specification
search. In this approach to exploratory factor analysis, any measured variable can
(optionally) depend on any factor. A specification search is performed to find the
subset of single-headed arrows that provides the optimum combination of simplicity
and fit. It also demonstrates a heuristic specification search that is practical for models
that are too big for an exhaustive specification search.
About the Data
This example uses the Holzinger and Swineford girls’ (1939) data from Example 8.
About the Model
The initial model is shown in Figure 23-1 on p. 350. During the specification search,
all single-headed arrows that point from factors to measured variables will be made
optional. The purpose of the specification search is to obtain guidance as to which
single-headed arrows are essential to the model; in other words, which variables
depend on which factors.
The two factor variances are both fixed at 1, as are all the regression weights
associated with residual variables. Without these constraints, all the models
encountered during the specification search would be unidentified.