A sparse implementation of the average information algorithm for factor analytic and reduced rank variance models

Authors

R Thompson, Rothamsted Research, UK
Brian R. Cullis, University of WollongongFollow
A B. Smith, Wagga Wagga Agricultural InstituteFollow
Arthur R. Gilmour, University of WollongongFollow

RIS ID

34221

Publication Details

Thompson, R., Cullis, B. R., Smith, A. & Gilmour, A. R. (2003). A sparse implementation of the average information algorithm for factor analytic and reduced rank variance models. Australian and New Zealand Journal of Statistics, 45 (4), 445-459.

Abstract

Factor analytic variance models have been widely considered for the analysis of multivariate data particularly in the psychometrics area. Recently Smith, Cullis & Thompson (2001) have considered their use in the analysis of multi-environment data arising from plant improvement programs. For these data, the size of the problem and the complexity of the variance models chosen to account for spatial heterogeneity within trials implies that standard algorithms for fitting factor analytic models can be computationally expensive. This paper presents a sparse implementation of the average information algorithm (Gilmour, Thompson & Cullis, 1995) for fitting factor analytic and reduced rank variance models.