Maximum softly penalized likelihood in factor analysis

DOI10.1017/PSY.2026.10092MaRDI QIDQ7256093zbMATH OpenFDO

Authors Philipp Sterzinger, Ioannis Kosmidis, Irini Moustaki

Publication date 2 June 2026

Published in Psychometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/PSY.2026.10092

zbMATH Keywords

Heywood casesinfinite estimatessingular variance components

Mathematics Subject Classification ID

Point estimation (62F10) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

• A Bayesian approach to confirmatory factor analysis
• Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
• Bayesian Selection on the Number of Factors in a Factor Analysis Model
• Estimation and tests of significance in factor analysis
• Factor analysis and AIC
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• Latent variable models and factor analysis. A unified approach
• Maximum Likelihood Estimation of Misspecified Models
• Model Selection and Model Averaging
• On finite sequences of real numbers
• On various causes of improper solutions in maximum likelihood factor analysis
• Some contributions to maximum likelihood factor analysis
• The asymptotic normal distribution of estimators in factor analysis under general conditions

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