Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix

DOI10.1007/S11336-000-1142-9MaRDI QIDQ2260963zbMATH OpenOpenAlexFDO

Authors Wim P. Krijnen

Publication date 6 March 2015

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-000-1142-9

zbMATH Keywords

common factor analysisconfirmatory factor analysisimage factor analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Recommendations

• scientific article; zbMATH DE number 4048880
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• Estimation of unique variances using g-inverse matrix in factor analysis
• 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 3965224

Cites work

• ``Best possible systematic estimates of communalities
• Generic global identification in factor analysis
• Hadamard products and multivariate statistical analysis
• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 3227750 (Why is no real title available?)
• scientific article; zbMATH DE number 3200675 (Why is no real title available?)
• Matrix Analysis
• On Deriving the Inverse of a Sum of Matrices
• On the relations among regular, equal unique variances, and image factor analysis models
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• Some contributions to maximum likelihood factor analysis

Cited in

(8)

• A new estimator of the uniqueness in factor analysis
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
• On the relations among regular, equal unique variances, and image factor analysis models
• Might ``unique factors be ``common? On the possibility of indeterminate common-unique covariances
• A new approach for selecting the number of factors
• Estimation of unique variances using g-inverse matrix in factor analysis
• scientific article; zbMATH DE number 4048880 (Why is no real title available?)
• scientific article; zbMATH DE number 597683 (Why is no real title available?)

This page was built for publication: Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2260963)