Local identifiability of the factor analysis and measurement error model parameter

DOI10.1016/0304-4076(94)01676-3zbMath0834.62057OpenAlexW2049776418WikidataQ127753560 ScholiaQ127753560MaRDI QIDQ1907606

Leon L. Wegge

Publication date: 13 February 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01676-3

zbMATH Keywords

panel datafactor analysisgroupingasymptotically efficient estimatorsidentifiability criteriamaintainable and testable restrictionsmeasurement error regression modelsreducible parameter

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

A general theorem and proof for the identification of composed CFA models ⋮ Identification, estimation and testing of conditionally heteroskedastic factor models ⋮ Identification of the linear factor model

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