关于因子模型L的讨论OA北大核心CHSSCDCSSCICSTPCD

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.