A Gauss-Newton algorithm for exploratory factor analysis

DOI10.1007/BF02293985zbMath0601.62080OpenAlexW2050457725MaRDI QIDQ1081250

Robert I. Jennrich

Publication date: 1986

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02293985

zbMATH Keywords

maximum likelihood estimationFisher scoringgeneralized least squaresGauss-Newton algorithmexploratory factor analysisscoring algorithmconfirmatory modelfitting a covariance structure modelone-step efficiency

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Local identifiability of the factor analysis and measurement error model parameter, The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances, Noniterative estimation and the choice of the number of factors in exploratory factor analysis

Uses Software

• BMDP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• EM algorithms for ML factor analysis
• Factor analysis by instrumental variables methods
• Instrumental variables in factor analysis
• Some contributions to maximum likelihood factor analysis
• Nonlinear Least Squares Estimation
• A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS