Pages that link to "Item:Q1268006"

The following pages link to On covariance estimators of factor loadings in factor analysis (Q1268006):

Displaying 9 items.

• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Standard errors for the class of orthomax-rotated factor loadings: some matrix results (Q2250686) (← links)
• Kotlarski with a factor loading (Q2673201) (← links)
• Approximate inference for the factor loading of a simple factor analysis model (Q2739871) (← links)
• On the Correlation of Common Factors with Variance Not Accounted for by the Factor Model (Q2816747) (← links)
• (Q3645217) (← links)
• Correlations Among Maximum Likelihood and Weighted/Unweighted Least Squares Estimators in Factor Analysis (Q4462561) (← links)