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A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models
Author(s) -
Thompson Robin,
Cullis Brian,
Smith Alison,
Gilmour Arthur
Publication year - 2003
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00297
Subject(s) - variance (accounting) , rank (graph theory) , mathematics , factor (programming language) , multivariate statistics , statistics , one way analysis of variance , algorithm , analysis of variance , computer science , accounting , combinatorics , business , programming language
Summary Factor analytic variance models have been widely considered for the analysis of multivariate data particularly in the psychometrics area. Recently Smith, Cullis & Thompson (2001) have considered their use in the analysis of multi‐environment data arising from plant improvement programs. For these data, the size of the problem and the complexity of the variance models chosen to account for spatial heterogeneity within trials implies that standard algorithms for fitting factor analytic models can be computationally expensive. This paper presents a sparse implementation of the average information algorithm (Gilmour, Thompson & Cullis, 1995) for fitting factor analytic and reduced rank variance models.