(29) Stanley L. Sclove. Application of model-selection criteria to some problems in multivariate analysis. Psychometrika 52 (1987), 333-343.
Key words: model selection, model evaluation, Akaike's information criterion, AIC, Schwarz's criterion, cluster analysis, clustering variables, factor analysis.
A review of model-selection criteria is presented, with a view toward showing their similarities. It is suggested that some problems treated by sequences of hypothesis tests may be more expeditiously treated by the application of model-selection criteria. Consideration is given to application of model-selection criteria to some problems of multivariate analysis, especially the clustering of variables, factor analysis and, more generally, describing a complex of variables.