Consistency conditions on the least squares estimator in single common factor analysis model (Q1073507): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency conditions on the least squares estimator in single common factor analysis model |
scientific article |
Statements
Consistency conditions on the least squares estimator in single common factor analysis model (English)
0 references
1986
0 references
This paper is concerned with the consistency of estimators in a single common factor analysis model when the dimension of the observed vector is not fixed. In the model several conditions on the sample size n and the dimension p are established for the least squares estimator (L.S.E) to be consistent. Under some assumptions, p/n\(\to 0\) is a necessary and sufficient condition that the L.S.E. converges in probability to the true value. A sufficient condition for almost sure convergence is also given.
0 references
dimension of observed vector
0 references
convergence in probability
0 references
covariance structure models
0 references
consistency of estimators
0 references
single common factor analysis model
0 references
sample size
0 references
least squares estimator
0 references
sufficient condition for almost sure convergence
0 references
