统计与决策2024，Vol.40Issue(24)：36-41,6.DOI:10.13546/j.cnki.tjyjc.2024.24.006
关于因子模型L的讨论
Discussion on Factor Model L
摘要
Abstract
Literature[1-3]considers that the classical factor model has many defects,so Factor Model L is proposed,and points out that Factor Model L improves the classical factor model,obtains the optimal solution,and has many excellent properties.This paper raises the question about this,and obtains the following conclusion through argumentation:(1)Factor Model L does not make sense with respect to the"relaxation"of the assumptions and the increase of the"maximum"conditions;Factor Model L is the same as the load matrix of the classical model principal component analysis.Therefore,Factor Model L does not improve the classical factor model.(2)The load matrix of Factor Model L is not the optimal solution,and the error of Factor Model L is missing.(3)Factor Model L cannot follow the formula of factor score of the classical model,but it still follows the formula of the classical model in time of calculation,and its model assumptions contradict the actual calculation.关键词
经典因子模型/因子模型L/主成分分析法Key words
classical factor model/Factor Model L/principal component analysis分类
数理科学引用本文复制引用
李选举..关于因子模型L的讨论[J].统计与决策,2024,40(24):36-41,6.基金项目
广东省重点建设学科科研能力提升项目(2022ZDJS127) （2022ZDJS127）
