The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146)

From MaRDI portal
scientific article
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
scientific article

    Statements

    The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (English)
    0 references
    0 references
    0 references
    17 August 2001
    0 references
    augmented information matrix
    0 references
    Heywood case
    0 references
    standard errors
    0 references
    factor loadings
    0 references

    Identifiers