A class of factor analysis estimation procedures with common asymptotic sampling properties

DOI10.1007/BF02291761zbMath0322.62062OpenAlexW2019960716MaRDI QIDQ1223907

A. J. Swain

Publication date: 1975

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02291761

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Algorithms in computer science (68W99) Applications of statistics to psychology (62P15)

Related Items (21)

Consistent and asymptotically normal PLS estimators for linear structural equations ⋮ Factor analysis for non-normal variables ⋮ Robustness of normal theory statistics in structural equation models* ⋮ Geodesic estimation in elliptical distributions ⋮ Quantifying adventitious error in a covariance structure as a random effect ⋮ Rotating factors to simplify their structural paths ⋮ Testing structural equation models: the effect of kurtosis ⋮ On the treatment of correlation structures as covariance structures ⋮ Some properties of estimated scale invariant covariance structures ⋮ Expected predictive least squares for model selection in covariance structures ⋮ Asymptotic expansions for a class of tests for a general covariance structure under a local alternative ⋮ On nonequivalence of several procedures of structural equation modeling ⋮ A class of tests for a general covariance structure ⋮ Design and analysis of incomplete multitrait-multimethod studies from a multiplicative perspective ⋮ A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages ⋮ Structural equation modeling with near singular covariance matrices ⋮ Asymptotic Expansions of the Null Distributions of Discrepancy Functions for General Covariance Structures Under Nonnormality ⋮ Measures of multivariate dependence based on a distance between Fisher information matrices ⋮ Best linear predictors for factor scores ⋮ The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances ⋮ The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption

Cites Work

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• A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
• Some contributions to maximum likelihood factor analysis
• Factor analysis by generalized least squares
• Large-Sample Theory: Parametric Case
• A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• Linear Statistical Inference and its Applications
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
• On Stochastic Limit and Order Relationships

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