Asymptotic biases in exploratory factor analysis and structural equation modeling
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Publication:2259989
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Cites work
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- ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
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- Linear latent variable models and covariance structures
- Model conditions for asymptotic robustness in the analysis of linear relations
- On equivariance and invariance of standard errors in three exploratory factor models
- Robustness of normal theory methods in the analysis of linear latent variate models
- Robustness of statistical inference in factor analysis and related models
- SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- Standard errors for obliquely rotated factor loadings
- Standard errors for rotated factor loadings
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results
- Standard Errors for the Harris-Kaiser Case II Orthoblique Solution
- Structural analysis of covariance and correlation matrices
- The asymptotic covariance matrix of sample correlation coefficients under general conditions
- The asymptotic distribution of elements of a correlation matrix: Theory and application
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- The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
- The asymptotic variance matrix of the sample correlation matrix
- The varimax criterion for analytic rotation in factor analysis
Cited in
(9)- Asymptotic expansions in mean and covariance structure analysis
- Using restricted factor analysis with latent moderated structures to detect uniform and nonuniform measurement bias; a simulation study
- Asymptotic expansion of the sample correlation coefficient under nonnormality
- Standard errors of fit indices using residuals in structural equation modeling
- Bias Reduction of Estimated Standard Errors in Factor Analysis
- Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality
- Exploratory bi-factor analysis: the oblique case
- Bias of factor loadings from questionnaire data with imputed scores
- Asymptotic robustness of the asymptotic biases in structural equation modeling
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