factor model


Also found in: Financial.

factor model

[′fak· tər ‚mäd·əl]
(statistics)
Any one of the probability models which goes into the construction of a product model.
References in periodicals archive ?
After the responses were collected, a one-factor model, a second-order factor model, and a five-factor model were tested against each other by conducting CFAs.
This book explains the conceptual foundations of derivative pricing from a single, unified perspective: the factor model perspective.
Wu, 2008, "Persistence of Size and Value Premia and the Robustness of the Fama--French Three Factor Model in the Hong Kong Stock Market.
Detailed analysis of dynamics of the standard four factors from the Carhart model helped us to define the final specification of the five factor model.
Lastly, the differences between the chi-square-values for the three models were calculated following a likelihood ratio test under the null hypothesis that the one-factor model fits as well as the two-factor models, and that the two-correlated factor model fits as well as the hierarchical factor model.
2012), we examined the original three-factor model and two alternative models: a one-factor model with 16 items assumed to represent one SFI dimension and a second-order, one-factor factor model with three first-order factors assumed to represent one SFI dimension.
Confirmatory factor analyses were used to test and compare several alternative models: a four factor model (M4), a single factor model (M1) and a five factor hierarchical model (M5) with four first-order factors and a global second order factor.
This kind of CFA allows us to validate and cross-validate the obtained factor model of the CDS in EFA with two separate groups, thus providing a more precise result of CFA.
Figure 1 depicts the results of the standardized solution of the second-order factor model for the DAS-R.
com) has produced and tested its first Emerging Markets version of the Haugen Expected Return Factor Model covering Central Asia, which includes China, India and Taiwan.
These results were confirmed by Macmann, Mueller-Plasket, Barnett, and Siler (1991), who conducted a principal component factor analysis with 829 children who had total IQ scores of 120 or above, in which the single factor model (composed of Information, Similarities, Vocabulary and Comprehension) was the most consistent solution.
The Norris-Landzberg (NL) model (1969) is an acceleration factor model that has served electronics for years.