On various causes of improper solutions in maximum likelihood factor analysis
From MaRDI portal
(Redirected from Publication:1249005)
Cited in
(18)- Describing the elephant: Structure and function in multivariate data
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Identification of inconsistent variates in factor analysis
- Estimation of an oblique structure via penalized likelihood factor analysis
- Automated learning of \(t\) factor analysis models with complete and incomplete data
- Sparse factor regression via penalized maximum likelihood estimation
- Direction of dependence in measurement error models
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper
- Identifiability of full, marginal, and conditional factor analysis models
- Determinants of standard errors of mles in confirmatory factor analysis
- Ridge structural equation modelling with correlation matrices for ordinal and continuous data
- Variable selection via the weighted group Lasso for factor analysis models
- Asymptotic expansions and bootstrap approximations in factor analysis
- Application of the bootstrap methods in factor analysis
- Stepwise variable selection in factor analysis
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis
- Conditions for factor (in)determinacy in factor analysis
- The structure of improper solutions in maximum likelihood factor analysis
This page was built for publication: On various causes of improper solutions in maximum likelihood factor analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1249005)
