| 来源类型 | FEEM working papers "Note di lavoro" series
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| 规范类型 | 论文
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| On the Use of Spectral Value Decomposition for the Construction of Composite Indices |
| Luca Farnia
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| 发表日期 | 2019
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| 出处 | Economics for Sustainability
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| 出版年 | 2019
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| 语种 | 英语
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| 摘要 | High dimensional composite index makes experts’ preferences in setting weights a hard task. In the literature, one of the approaches to derive weights from a data set is Principal Component or Factor Analysis that, although conceptually different, they are similar in results when FA is based on Spectral Value Decomposition and rotation is not performed. This work motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components are retained in the analysis. By Monte Carlo simula-tion it offers, moreover, the best strategy to identify the number of components to retain.
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Suggested citation: Farnia, L. (2019), 'On the Use of Spectral Value Decomposition for the Construction of Composite Indices', Nota di Lavoro 8.2019, Milano, Italy: Fondazione Eni Enrico Mattei |
| 特色分类 | C38;C43;C15
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| 关键词 | Composite Index
Weighting
Correlation Matrix
Principal Component
Factor Analysis
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| URL | https://www.feem.it/en/publications/feem-working-papers-note-di-lavoro-series/on-the-use-of-spectral-value-decomposition-for-the-construction-of-composite-indices/
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| 来源智库 | Fondazione Eni Enrico Mattei (Italy)
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/118616
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推荐引用方式
GB/T 7714 |
Luca Farnia. On the Use of Spectral Value Decomposition for the Construction of Composite Indices. 2019.
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