Leiden University Student Repository

Felisco, R.L. (2015)

ASSESSING CHANGES OF PARAMETERS: Assessing changes in the parameters of common factor models with respect to metric moderator variables

Master thesis | Mathematics (MSc)

A multi-groups factor model is often used to study moderator effects. In many cases, the moderator variable is of a metric nature rather than nominal. In this paper, we propose a varying-coefficient factor model. With the application of kernel smoothing, a number of varying-coefficient factor models exist, dependent on the smoothing parameter. The aforementioned factor models were fitted on a set of personality data. Through model selection, a factor model was chosen that best depicts the trends of model parameters of interest, with accompanying confidence bands, across values of a metric moderator variable.

Author

Felisco, R.L.

Faculty

Faculty of Science

Supervisors

Kelderman, H.

ECTS Credits

24

Language

en