A class of factor analysis estimation procedures with common asymptotic sampling properties
From MaRDI portal
Publication:1223907
DOI10.1007/BF02291761zbMath0322.62062OpenAlexW2019960716MaRDI QIDQ1223907
Publication date: 1975
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02291761
Factor analysis and principal components; correspondence analysis (62H25) Algorithms in computer science (68W99) Applications of statistics to psychology (62P15)
Related Items
Consistent and asymptotically normal PLS estimators for linear structural equations, Factor analysis for non-normal variables, Robustness of normal theory statistics in structural equation models*, Geodesic estimation in elliptical distributions, Quantifying adventitious error in a covariance structure as a random effect, Rotating factors to simplify their structural paths, Testing structural equation models: the effect of kurtosis, On the treatment of correlation structures as covariance structures, Some properties of estimated scale invariant covariance structures, Expected predictive least squares for model selection in covariance structures, Asymptotic expansions for a class of tests for a general covariance structure under a local alternative, On nonequivalence of several procedures of structural equation modeling, A class of tests for a general covariance structure, Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective, A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages, Structural equation modeling with near singular covariance matrices, Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality, Measures of multivariate dependence based on a distance between Fisher information matrices, Best linear predictors for factor scores, The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances, The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
- Some contributions to maximum likelihood factor analysis
- Factor analysis by generalized least squares
- Large-Sample Theory: Parametric Case
- A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- Linear Statistical Inference and its Applications
- VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
- On Stochastic Limit and Order Relationships