A Gauss-Newton algorithm for exploratory factor analysis

DOI10.1007/BF02293985MaRDI QIDQ1081250zbMATH OpenOpenAlexFDO

Authors Robert I. Jennrich

Publication date 1986

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02293985

zbMATH Keywords

maximum likelihood estimationexploratory factor analysisFisher scoringGauss-Newton algorithmgeneralized least squaresscoring algorithmconfirmatory modelfitting a covariance structure modelone-step efficiency

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 3466802 (Why is no real title available?)
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3441501 (Why is no real title available?)
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• EM algorithms for ML factor analysis
• Factor analysis by instrumental variables methods
• Instrumental variables in factor analysis
• Nonlinear Least Squares Estimation
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Some contributions to maximum likelihood factor analysis

Cited in

(11)

• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
• A note on exploratory item factor analysis by singular value decomposition
• A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis
• Local identifiability of the factor analysis and measurement error model parameter
• scientific article; zbMATH DE number 47266 (Why is no real title available?)
• Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
• A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
• Algorithms for unweighted least-squares factor analysis
• Zig-zag exploratory factor analysis with more variables than observations
• Noniterative estimation and the choice of the number of factors in exploratory factor analysis
• A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data

Describes a project that uses

Uses Software

• BMDP

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