Optimal conditionally unbiased equivariant factor score estimators

MaRDI QIDQ4381638zbMATH OpenFDO

Authors Peter M. Bentler, Ke-Hai Yuan

Publication date 30 August 1998

zbMATH Keywords

equivariant conditionally unbiased estimatorsfactor analysisgeneralized least squaresminimum variance estimatorsweighted least squares

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• scientific article; zbMATH DE number 3866403
• Best linear predictors for factor scores
• Some contributions to data-fitting factor analysis with empirical comparisons to covariance-fitting factor analysis
• A note on equality and inequality of some factor score predictors

Cited in

(4)

• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
• scientific article; zbMATH DE number 5633835 (Why is no real title available?)
• On the bias of factor score determinacy coefficients based on different estimation methods of the exploratory factor model
• Factor structure in groups selected on observed scores

Describes a project that uses

Uses Software

• LISREL

This page was built for publication: Optimal conditionally unbiased equivariant factor score estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4381638)