Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3796553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear latent variable models and covariance structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic normal distribution of estimators in factor analysis under general conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for rotated factor loadings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3706342 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4766465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of statistical inference in factor analysis and related models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic covariance matrix of sample correlation coefficients under general conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of normal theory methods in the analysis of linear latent variate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543977 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for the class of orthomax-rotated factor loadings: some matrix results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions and bootstrap approximations in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors for obliquely rotated factor loadings / rank
 
Normal rank
Property / cites work
 
Property / cites work: SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural analysis of covariance and correlation matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The varimax criterion for analytic rotation in factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5664695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4231779 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic variance matrix of the sample correlation matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard Errors for the Harris-Kaiser Case II Orthoblique Solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3272287 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model conditions for asymptotic robustness in the analysis of linear relations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3666044 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086554 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic distribution of elements of a correlation matrix: Theory and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equivariance and invariance of standard errors in three exploratory factor models / rank
 
Normal rank

Latest revision as of 18:41, 9 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic biases in exploratory factor analysis and structural equation modeling
scientific article

    Statements

    Asymptotic biases in exploratory factor analysis and structural equation modeling (English)
    0 references
    0 references
    5 March 2015
    0 references
    asymptotic biases
    0 references
    structural equation modeling
    0 references
    asymptotic variances
    0 references
    nonnormal data
    0 references
    asymptotic robustness
    0 references
    factor analysis
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers