Pages that link to "Item:Q2553844"

The following pages link to Factor analysis by generalized least squares (Q2553844):

Displaying 27 items.

• Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
• Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
• A loss function for alpha factor analysis (Q760735) (← links)
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
• Testing structural equation models: the effect of kurtosis (Q901622) (← links)
• Asymptotic robustness of the asymptotic biases in structural equation modeling (Q957243) (← links)
• On the estimators of model-based and maximal reliability (Q1012538) (← links)
• Canonical analysis of longitudinal and repeated measures data with stationary weights (Q1052022) (← links)
• Factor analysis for non-normal variables (Q1086951) (← links)
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
• Invariance of covariance structures under groups of transformations (Q1185343) (← links)
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models (Q1195581) (← links)
• A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
• Maximum likelihood estimation in multidimensional scaling (Q1240180) (← links)
• Statistical aspects of a three-mode factor analysis model (Q1248864) (← links)
• A note on the parameter set for factor analysis models (Q1300834) (← links)
• The structure of improper solutions in maximum likelihood factor analysis (Q1819505) (← links)
• On nonequivalence of several procedures of structural equation modeling (Q2260033) (← links)
• Properties of the maximum likelihood solution in factor analysis regression (Q2639521) (← links)
• MANOVA, LDA, and FA criteria in clusters parameter estimation (Q2813506) (← links)
• Best linear predictors for factor scores (Q3125798) (← links)
• Robustness of normal theory statistics in structural equation models* (Q3985469) (← links)
• Factor-analysis estimation of simultaneity-error models (Q4158372) (← links)
• On the bias of factor score determinacy coefficients based on different estimation methods of the exploratory factor model (Q4638811) (← links)
• The structural relationship between financial ratios and capital asset pricing (Q4848465) (← links)
• Investigating impacts of complex sampling on latent growth curve modelling (Q5138078) (← links)
• Rotation to sparse loadings using \(L^p\) losses and related inference problems (Q6175690) (← links)