On various causes of improper solutions in maximum likelihood factor analysis
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Publication:1249005
DOI10.1007/BF02293865zbMATH Open0384.62043MaRDI QIDQ1249005FDOQ1249005
Authors: Otto P. van Driel 
Publication date: 1978
Published in: Psychometrika (Search for Journal in Brave)
Cited In (18)
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Describing the elephant: Structure and function in multivariate data
- 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
- Direction of dependence in measurement error models
- Sparse factor regression via penalized maximum likelihood estimation
- 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
- Conditions for factor (in)determinacy in factor analysis
- Noniterative estimation and the choice of the number of factors in exploratory factor analysis
- The structure of improper solutions in maximum likelihood factor analysis
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