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Exploratory Factor Analysis by Specification Search
With this setting, the program will display only the 10 best models according to
whichever criterion you use for sorting the columns of the model list. For example, if
you click the column heading C / df, the table will show the 10 models with the smallest
values of C / df, sorted according to C / df. Scatterplots will display only the 10 best
1-parameter models, the 10 best 2-parameter models, and so on. It is useful to place a
limit on the number of parameters to be displayed when there are a lot of optional
parameters.
In this example, there are 12 optional parameters so that there are
candidate models. Storing results for a large number of models can affect performance.
Limiting the display to the best 10 models for each number of parameters means that
the program has to maintain a list of only about 10
× 13 = 130 models. The program
will have to fit many more than 130 models in order to find the best 10 models for each
number of parameters, but not quite as many as 4,096. The program uses a branch-and-
bound algorithm similar to the one used in all-possible-subsets regression (Furnival
and Wilson, 1974) to avoid fitting some models unnecessarily.
Performing the Specification Search
E Click on the Specification Search toolbar.
The search takes about 12 seconds on a 1.8 GHz Pentium 4. When it finishes, the
Specification Search window expands to show the results.
Initially, the list of models is not very informative. The models are listed in the order
in which they were encountered, and the models encountered early in the search were
found to be unidentified. The method used for classifying models as unidentified is
described in Appendix D.
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