Asymptotic biases in exploratory factor analysis and structural equation modeling

Related Items (4)

Asymptotic robustness of the asymptotic biases in structural equation modeling ⋮ Asymptotic expansion of the sample correlation coefficient under nonnormality ⋮ Asymptotic expansions in mean and covariance structure analysis ⋮ Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality

Uses Software

LISREL

Cites Work

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The asymptotic variance matrix of the sample correlation matrix
The varimax criterion for analytic rotation in factor analysis
Linear latent variable models and covariance structures
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
The asymptotic covariance matrix of sample correlation coefficients under general conditions
The asymptotic normal distribution of estimators in factor analysis under general conditions
Structural analysis of covariance and correlation matrices
Asymptotic expansions and bootstrap approximations in factor analysis
Standard errors for rotated factor loadings
Standard errors for obliquely rotated factor loadings
Model conditions for asymptotic robustness in the analysis of linear relations
The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
On equivariance and invariance of standard errors in three exploratory factor models
Standard errors for the class of orthomax-rotated factor loadings: some matrix results
Robustness of statistical inference in factor analysis and related models
The asymptotic distribution of elements of a correlation matrix: Theory and application
SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
Standard Errors for the Harris-Kaiser Case II Orthoblique Solution
ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
Robustness of normal theory methods in the analysis of linear latent variate models

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