A new estimator of the uniqueness in factor analysis

DOI10.1007/BF02295595zbMATH Open0653.62047MaRDI QIDQ1107932FDOQ1107932

Authors: Yutaka Kano, Masamori T. Ihara 

Publication date: 1986

Published in: Psychometrika (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityconsistencyfactor analysismaximum likelihood estimatorscale invarianceuniquenessclosed form estimator

Mathematics Subject Classification ID

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

Cites Work

• Linear Statistical Inference and its Applications
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Cited In (16)

• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• Estimation of unique variances using \(g\)-inverse matrix in factor analysis
• Some mathematical properties of the matrix decomposition solution in factor analysis
• Title not available (Why is that?)
• Improved communality estimation in factor analysis
• Might ``unique factors be ``common? On the possibility of indeterminate common-unique covariances
• Identifiability of full, marginal, and conditional factor analysis models
• A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
• Statistical inference in factor analysis for diffusion processes from discrete observations
• Title not available (Why is that?)
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models
• Noniterative estimation and the choice of the number of factors in exploratory factor analysis
• Factor analysis procedures revisited from the comprehensive model with unique factors decomposed into specific factors and errors
• Delta method approach in a certain irregular condition
• A noniterative method of joint correspondence analysis
• A comparative evaluation of factor‐ and component‐based structural equation modelling approaches under (in)correct construct representations

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