The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances

DOI10.1016/S0024-3795(00)00222-6zbMath0966.62037WikidataQ127846895 ScholiaQ127846895MaRDI QIDQ1595146

Kentaro Hayashi, Peter M. Bentler

Publication date: 17 August 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

standard errorsfactor loadingsHeywood caseaugmented information matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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Cites Work

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• 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis
• SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS

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