Sentences with phrase «factor loading <»

In the first confirmatory factor model, six avoidance items (out of nine) of the ECR - RS only had a factor loading on attachment avoidance, and the three anxiety items only had a factor loading on attachment anxiety.

This factor loading was selected because the number of items remained high, and a brief, concise scale was desired.

In the second confirmatory factor model, all items of the BAS had a factor loading on the single latent variable body appreciation.

One factor loading on each construct was fixed to one, and the error variance of externalizing symptoms and anxiety symptoms and HbA1C were determined by the formula: Error = VAR (Y) * (1 — reliability)(Hayduk, 1987).

Factor loading and goodness - of - fit indexes of one - factor model for the 10 - items CD - RISC factor structure.

Its factor loading ranged from.53 to.79 and item total correlation varied from.47 to.74.

Results show the high level of factor loading.

The criteria of >.35 for factor loading was followed.

In the figure, left sided arrows indicates the factor loading which is mentioned in Table 4 and right sided arrows show the R2 while reciprocated arrows depicts the covariance between items.

Results showed high level of Cronbach's alpha reliability coefficient α = 0.90, test retest reliability ranged from r =.73 to r =.96 (ps <.01), item total correlation varying from r =.50 to r =.74 (ps <.01) and factor loading ranged from.39 to.73.

Evidence showed a unidimensional factor loading.

Pearson's correlation coefficient and standardised regression weight (factor loading) of each item are shown in table 4.

Any item with a factor loading < 0.40 was eliminated.

This process was repeated, and one factor was found to have a factor loading below 0.40 and this was also excluded.

In terms of validity, we make a factor analysis of the variables and delete the measurement which the factor loading is less than 0.4 to make the average variance extracted (AVE) reach more than 0.5, and it shows that the convergent validity of each variable meets the requirements.

Three items loaded on Factor 1 that was labeled relationship satisfaction: items measuring relationship happiness (factor loading =.692); emotional satisfaction (factor loading =.855); and physical pleasure (factor loading =.864).

A cutoff of 0.40 was used for factor loading with an eigenvalue greater than 1, which allows the extracted factor to explain a reasonable proportion of the total variance.

Females and others were distinct from males in the factor loading structure, specifically on Item 3 relating to sexual abuse.

However, live results for mutual funds that take on a momentum factor loading are surprisingly weak.1 No US - benchmarked mutual fund with «momentum» in its name has cumulatively outperformed its benchmark since inception, net of fees and expenses.

In Table A1 of the appendix, we display results for a similar exercise based on selecting the top 10 % of funds based on either factor loading or value - add correlation; the results are directionally similar, although the magnitudes are (predictably) only about half as large, on average.

The «some multiple» aspect is known as the «factor loading,» and tells us how sensitive the bond returns are to that factor.

They calculate alpha for each fund each month as the difference between next - month excess return minus expected return based on fund factor loadings from a regression over the last 60 months.

Through this analysis, we see that dividend strategies are not only about income or yield, but also about how their various combinations of factor loadings may compliment portfolios through factor diversification.

On the other hand, value and quality factor loadings were different between indices, and they generally aligned either by constituent selection or weighting.

A tendency among some of the researchers «to rush prematurely into print and marketing with very early and preliminary indications of factor loadings based on one dataset (Curry 1990, 51, in Coffield et al., 2004)».

Through this analysis, we see that dividend strategies are not only about income or yield, but also about how their various combinations of factor loadings may compliment portfolios through factor diversification.

On the other hand, value and quality factor loadings were different between indices, and they generally aligned either by constituent selection or weighting.

Little differentiation was found between factor loadings of the indices with respect to market beta, small size, or momentum, and none created alpha.

They calculate alpha for each fund each month as the difference between next - month excess return minus expected return based on fund factor loadings from a regression over the last 60 months.

In a recent study published in the Financial Analysts Journal, Ang, Madhavan, and Sobczyk (2017)[1] highlighted that using regression - based factor loadings to measure managers» factor exposures, even when conducted on a rolling basis, can be misleading due to excessively smoothed coefficients, given that active managers adjust their exposures dynamically.

The research we present in this article provides evidence that valuations are a key reason for this mean reversion: underperforming managers tend to hold cheaper assets, with cheaper factor loadings, setting them up for good subsequent performance, whereas recently winning managers tend to hold more - expensive assets.

For each mutual fund, we estimate on a trailing basis up to time t, the Fama — French — Carhart four factor loadings using a multivariate regression for each fund, at a monthly frequency:

* Employing [120] formula, the composite reliability calculation is expressed by the following equation: where Li is the standardized factor loadings for each indicator, and Var (Ei) is the error variance associated with the individual indicator variables.

All of the indicators of the factor loadings exceeded 0.50, thus constitute evidence of convergent validity [117][119].

** The formula for the variance extracted is: where Li is the standardized factor loadings for each indicator, and Var (Ei) is the error variance associated with the individual indicator variables.

Significant differences were identified in the bivariate and multivariable analyses employing factor loadings, regression analysis p values, and, where applicable, comparisons of 95 % confidence intervals (z set to 1.96).

All items and standardized factor loadings are given in Table I.

The third factor loaded 10 items.

For ease of interpretation, factor loadings below 0.2 are not shown.

Factor loadings were high, ranging for factor 1 from 0.54 to 0.8, for factor 2 from 0.63 to 0.86 and finally for factor 3 from 0.5 to 0.83 (Table 3).

Exploratory factor analysis (EFA) using principal component extraction method with Varimax rotation, was conducted to determine the factor structure of the items of the instrument (items with factor loadings ≥ 40 were retained).

The cut - off point for factor loadings was 0.40 and for eigenvalues 1.00.

Associations were examined in terms of factor loadings and regression coefficients in relation to five higher - order domains, followed by specific correlations among all constructs.

The standardized factor loadings obtained in the two - factor model using item parceling techniques are displayed in Figure 1.

Factor loadings of the rotated solution are shown in Table 2, with all factor loadings being more than 0.40.

Before presenting the different models, let us note that on the basis of high modification indices and low items factor loadings (Byrne, 2016) several items were removed from the model that emerged from the exploratory factor analysis.

However, some of the items only weakly described one of the factors as indicated by the low factor loadings (< 0.3); therefore, reconsideration of the items may be necessary in the future.

Factor loadings at.4 are commonly considered a lower bound for including items in a factor (Ford et al. 1986).

For the connectedness domain, the CFI was.98, the TLI.99, and the RMSEA.05, with factor loadings ranging from.70 to.92.

Table 2 provides the item factor loadings.