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.

Mentioned in ?

generalized binomial trials 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.

Initial Validation of the Planned Happenstance Career Inventory-English Version

This book explains the conceptual foundations of derivative pricing from a single, unified perspective: the factor model perspective.

A Factor Model Approach to Derivative Pricing

Wu, 2008, "Persistence of Size and Value Premia and the Robustness of the Fama--French Three Factor Model in the Hong Kong Stock Market.

A five-factor asset pricing model: Empirical evidence from Egypt

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.

Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices

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.

Estructura factorial y propiedades psicometricas de la Escala de Actitudes Disfuncionales Revisada en universitarios colombianos

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.

Reliability and validity of the Chinese version of the solution-focused inventory in college students

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.

Intrinsic motivation inventory: psychometric properties in the context of first language and mathematics learning/Inventario de motivacao intrinseca: propriedades psicometricas em contexto de aprendizagem da lingua materna e matematica

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.

Psychometric evaluation of the career decision scale with Iranian undergraduate students

Figure 1 depicts the results of the standardized solution of the second-order factor model for the DAS-R.

FACTOR STRUCTURE AND PSYCHOMETRIC PROPERTIES OF THE SPANISH VERSION OF THE "DYSFUNCTIONAL ATTITUDE SCALE-REVISED"

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.

Move Over ETFs - Quantitative Finance Model Cracks Open Emerging Markets

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.

Usefulness of WISC-IV in determining intellectual giftedness

The Norris-Landzberg (NL) model (1969) is an acceleration factor model that has served electronics for years.