Display results of Bai and Ng or Ahn and Horenstein factor selection techniques.
Syntax
factor_name.fsel
Only relevant for factor models estimated using the “n=bn” or “n=ah” methods for determining the number of factors to retain.
Options
Examples
factor f1.ml(n=bn) group01
f1.fsel(p)
estimates a factor model using the Bai and Ng method for determining the number of factors, and then displays and prints a table of selection results.
Cross-references
See
“Number of Factors” for discussion of methods for selecting the number of factors retained in factor analysis.
See
“Bai and Ng” and
“Ahn and Horenstein” for a discussion of these specific methods.