Application of the bootstrap methods in factor analysis

DOI10.1007/BF02294430zbMath0833.62051OpenAlexW2007292097MaRDI QIDQ1901373

Sadanori Konishi, Masanori Ichikawa

Publication date: 20 March 1996

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02294430

zbMATH Keywords

tablesMonte Carlobootstrap confidence intervalsstudentized statisticslikelihood ratio test statisticsbootstrap variance estimationanalytically rotated loadingsbootstrap bias estimationnormal theory maximum likelihood factor analysisunique variancesunrotated loadings

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric statistical resampling methods (62G09)

Related Items (11)

Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling ⋮ Improving parameter tests in covariance structure analysis ⋮ Rotating factors to simplify their structural paths ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Concise formulas for the standard errors of component loading estimates ⋮ The infinitesimal jackknife with exploratory factor analysis ⋮ The small sample performance of estimators of the standard errors of structural equation models ⋮ Isotone additive latent variable models ⋮ Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables ⋮ Structural equation modeling with near singular covariance matrices ⋮ Asymptotic expansions and bootstrap approximations in factor analysis

Cites Work

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• A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• Measures of multivariate skewness and kurtosis with applications
• The bootstrap and Edgeworth expansion

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