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

confirmatory modelexploratory factor analysisFisher scoringfitting a covariance structure modelGauss-Newton algorithmgeneralized least squaresmaximum likelihood estimationone-step efficiencyscoring algorithm

Mathematics Subject Classification ID

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

Review text

It is shown that the scoring algorithm for maximum likelihood estimation in exploratory factor analysis can be developed in a way that is many times more efficient than a direct development based on information matrices and score vectors. The algorithm offers a simple alternative to current algorithms and when used in one-step mode provides the simplest and fastest method presently available for moving from consistent to efficient estimates. Perhaps of greater importance is its potential for extension to the confirmatory model. The algorithm is developed as a Gauss-Newton algorithm to facilitate its application to generalized least squares and to maximum likelihood estimation.

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Cites work

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• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
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Cited in

(12)

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

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• BMDP

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