A study of algorithms for covariance structure analysis with specific comparisons using factor analysis

From MaRDI portal
Revision as of 03:26, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1132483

DOI10.1007/BF02293789zbMath0419.62052MaRDI QIDQ1132483

Sik-Yum Lee, Robert I. Jennrich

Publication date: 1979

Published in: Psychometrika (Search for Journal in Brave)






Related Items (36)

The information matrix for image factor analysisA matrix equality useful in goodness-of-fit testing of structural equation modelsA Gauss-Newton algorithm for exploratory factor analysisGeneralized least squares and maximum likelihood estimations of multivariate polychoric correlationsAnalysis of structural equation models with exact and stochastic constraints using a bayesian approachIdentifiability of full, marginal, and conditional factor analysis modelsIdentification of inconsistent variates in factor analysisConjugate gradient methods in confirmatory factor analysisAnalysis of multisample identified and non-identified structural equation models with stochastic constraintsTwo-step estimation of multivariate polychoric correlationTheory and method for constrained estimation in structural equation models with incomplete data.Assessing the size of model misfit in structural equation modelsA note on the connection between trek rules and separable nonlinear least squares in linear structural equation modelsCovariance structure analysis in several populationsEstimation of structural equation models with exact and stochastic prior informationExpected predictive least squares for model selection in covariance structuresMaximum likelihood and generalized least squares analyses of two level structural equation modelsRidge structural equation modelling with correlation matrices for ordinal and continuous dataAsymptotic robustness of the asymptotic biases in structural equation modelingRobust mean and covariance structure analysis through iteratively reweighted least squaresStructural equation models with continuous and polytomous variablesOn nonequivalence of several procedures of structural equation modelingEstimation of polychoric correlation with elliptical latent variablesAnalysis of structural equation models with interval and polytomous dataFactor analysis for clustered observationsA simple Gauss-Newton procedure for covariance structure analysis with high-level computer languagesLinear structural relations: Gradient and Hessian of the fitting functionStructural equation modeling with near singular covariance matricesIdentifying variables responsible for data not missing at randomSome contributions to efficient statistics in structural models: Specification and estimation of moment structuresAnalysis of structural equation models with Incomplete Polytomous DataNoniterative estimation and the choice of the number of factors in exploratory factor analysisThe multiplier method in constrained estimation of covariance structure modelsEstimation for structural equation models with missing dataAnalysis of conditional covariance structure modelsRegressograms and Mean-Covariance Models for Incomplete Longitudinal Data







This page was built for publication: A study of algorithms for covariance structure analysis with specific comparisons using factor analysis