Factor analysis for non-normal variables

DOI10.1007/BF02294108zbMath0609.62096MaRDI QIDQ1086951

Ab Mooijaart

Publication date: 1985

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

bootstrapfactor analysismultivariate normal distributionnonnormalityfactor loadingsnormality assumptionbest generalized least squares estimateshigher order cross-products

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

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• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
• Rotational equivalence of factor loading matrices with specified values
• Bootstrap methods: another look at the jackknife
• The comparison of interdependent correlations between optimal linear composites
• Some contributions to maximum likelihood factor analysis
• Factor analysis by generalized least squares
• A note on a sufficiency condition for uniqueness of a restricted factor matrix
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• The asymptotic distribution of elements of a correlation matrix: Theory and application
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Large Sample Tests for the Equality of Two Covariance Matrices
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION

Related Items (20)

On the polynomial structural relationship ⋮ Describing the elephant: Structure and function in multivariate data ⋮ Regression with errors in variables: estimators based on third order moments ⋮ Nearest comoment estimation with unobserved factors ⋮ Robust skew-\(t\) factor analysis models for handling missing data ⋮ A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution ⋮ The skewness of mean-variance normal mixtures ⋮ A skew-normal factor model for the analysis of student satisfaction towards university courses ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Asymptotic Expansions in Multi-Group Analysis of Moment Structures with an Application to Linearized Estimators ⋮ Scalable symmetric Tucker tensor decomposition ⋮ The independent factor analysis approach to latent variable modelling ⋮ Use of non-normality in structural equation modeling: Application to direction of causation ⋮ Fitting the independent factor analysis model using the MCMC algorithm ⋮ Skewed factor models using selection mechanisms ⋮ The infinitesimal jackknife and moment structure analysis using higher order moments ⋮ A new factor analysis model for factors obeying a Gamma distribution ⋮ Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals ⋮ Matrix algebra for higher order moments ⋮ Singular value decomposition of the third multivariate moment

Uses Software

• LISREL

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