On covariance estimators of factor loadings in factor analysis
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Publication:1268006
DOI10.1006/JMVA.1997.1737zbMath0908.62065OpenAlexW2065546823MaRDI QIDQ1268006
Kentaro Hayashi, Pranab Kumar Sen
Publication date: 14 October 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1737
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25)
Related Items (4)
A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Standard errors for the class of orthomax-rotated factor loadings: some matrix results ⋮ Panel models with interactive effects ⋮ The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
Cites Work
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- A feasible method for standard errors of estimate in maximum likelihood factor analysis
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
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