Pages that link to "Item:Q1901373"
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The following pages link to Application of the bootstrap methods in factor analysis (Q1901373):
Displaying 11 items.
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
- The infinitesimal jackknife with exploratory factor analysis (Q692407) (← links)
- Isotone additive latent variable models (Q746242) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
- Improving parameter tests in covariance structure analysis (Q1389396) (← links)
- Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
- Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling (Q2397335) (← links)
- The small sample performance of estimators of the standard errors of structural equation models (Q4922644) (← links)
- Rotating factors to simplify their structural paths (Q6057041) (← links)