SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS

DOI10.1111/j.2044-8317.1974.tb00533.xzbMath0284.62031OpenAlexW2043399131MaRDI QIDQ4772018

Robert I. Jennrich

Publication date: 1974

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.2044-8317.1974.tb00533.x

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Point estimation (62F10) Mathematical psychology (91E99) Applications of statistics to psychology (62P15)

Related Items (16)

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods ⋮ Application of the bootstrap methods in factor analysis ⋮ Determinants of standard errors of mles in confirmatory factor analysis ⋮ Rotating factors to simplify their structural paths ⋮ A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers ⋮ Concise formulas for the standard errors of component loading estimates ⋮ Biases and standard errors of standardized regression coefficients ⋮ An implicit function approach to constrained optimization with applications to asymptotic expansions ⋮ On equivariance and invariance of standard errors in three exploratory factor models ⋮ Standard errors for the class of orthomax-rotated factor loadings: some matrix results ⋮ The infinitesimal jackknife with exploratory factor analysis ⋮ 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis ⋮ Oblique factors and components with independent clusters ⋮ Asymptotic biases in exploratory factor analysis and structural equation modeling ⋮ Indeterminacy problems and the interpretation of factor analysis results ⋮ The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances

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