Identification of inconsistent variates in factor analysis
From MaRDI portal
Publication:1897126
DOI10.1007/BF02294262zbMath0826.62045OpenAlexW2036143930MaRDI QIDQ1897126
Yutaka Kano, Masamori T. Ihara
Publication date: 28 November 1995
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02294262
robustnesslikelihood ratio testfactor analysisvariable selectionmultiple comparisonslikelihood principleinconsistent variatesmisspecified hypotheses
Factor analysis and principal components; correspondence analysis (62H25) Paired and multiple comparisons; multiple testing (62J15)
Related Items (4)
Simultaneous variable and factor selection via sparse group lasso in factor analysis ⋮ Stepwise variable selection in factor analysis ⋮ Variable selection via the weighted group lasso for factor analysis models ⋮ Variable selection for structural models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation and tests of significance in factor analysis
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis
- Linear latent variable models and covariance structures
- Asymptotic chi-square tests for a large class of factor analysis models
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
- Factor analysis and AIC
- A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
- Estimation of covariance structure models with parameters subject to functional restraints
- Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
- On various causes of improper solutions in maximum likelihood factor analysis
- Some contributions to maximum likelihood factor analysis
- Analysis of Covariance Structures Under Elliptical Distributions
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Robustness of normal theory statistics in structural equation models*
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Measures of multivariate skewness and kurtosis with applications
- Linear Statistical Inference and its Applications
- Robustness of normal theory methods in the analysis of linear latent variate models
- A new look at the statistical model identification
This page was built for publication: Identification of inconsistent variates in factor analysis