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Application of Model-Selection Criteria to Some Problems in Multivariate Analysis

Published online by Cambridge University Press:  01 January 2025

Stanley L. Sclove
Stanley L. Sclove*
Affiliation:
University of Illinois at Chicago
*
Requests for reprints should be sent to Stanley L. Sclove, Department of Information and Decision Sciences, College of Business Administration, University of Illinois at Chicago, Box 4348, Chicago, IL 60680-4348.
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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.

Keywords

model selectionmodel evaluationAkaike's information criterionAICSchwarz's criterioncluster analysisclustering variablesfactor analysis
Type
Special Section
Information
Psychometrika , Volume 52 , Issue 3 , September 1987 , pp. 333 - 343
Copyright
Copyright © 1987 The Psychometric Society

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