The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (English)
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17 August 2001
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augmented information matrix
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Heywood case
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standard errors
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factor loadings
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