The asymptotic distributions of some estimators for a factor analysis model

DOI10.1016/0047-259X(87)90074-1zbMath0618.62065OpenAlexW2062112091MaRDI QIDQ1822428

Sastry G. Pantula, Wayne A. Fuller, Yasuo Amemiya

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90074-1

zbMATH Keywords

covariance matrixmaximum likelihood estimatorlimiting distributionfactor analysisexplicit expressionerrors-in-variables parameterization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

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Regression analysis of current status data with latent variables ⋮ Model conditions for asymptotic robustness in the analysis of linear relations ⋮ Modeling and prediction for multivariate spatial factor analysis ⋮ Likelihood approach to dynamic panel models with interactive effects ⋮ Matrix-variate data analysis by two-way factor model with replicated observations ⋮ Linear latent variable models and covariance structures ⋮ Statistical analysis of factor models of high dimension ⋮ Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types ⋮ Theory and methods of panel data models with interactive effects ⋮ Nonlinear factor analysis as a statistical method. ⋮ Regression analysis of logistic model with latent variables ⋮ Correlated samples with fixed and nonnormal latent variables

Cites Work

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• Estimation and tests of significance in factor analysis
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
• Computational algorithms for the factor model
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• An inequality with application to multivariate analysis
• 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis
• VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood

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