Factor analysis by generalized least squares
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Publication:2553844
DOI10.1007/BF02306782zbMath0241.62038OpenAlexW4231889826MaRDI QIDQ2553844
A. S. Goldberger, Karl G. Jöreskog
Publication date: 1972
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02306782
Related Items (27)
Factor analysis for non-normal variables ⋮ Generalized least squares estimation of the functional multivariate linear errors-in-variables model ⋮ Robustness of normal theory statistics in structural equation models* ⋮ Properties of the maximum likelihood solution in factor analysis regression ⋮ The structural relationship between financial ratios and capital asset pricing ⋮ Testing structural equation models: the effect of kurtosis ⋮ Rotation to sparse loadings using \(L^p\) losses and related inference problems ⋮ Investigating impacts of complex sampling on latent growth curve modelling ⋮ Invariance of covariance structures under groups of transformations ⋮ On the bias of factor score determinacy coefficients based on different estimation methods of the exploratory factor model ⋮ Expected predictive least squares for model selection in covariance structures ⋮ Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models ⋮ Asymptotic robustness of the asymptotic biases in structural equation modeling ⋮ On nonequivalence of several procedures of structural equation modeling ⋮ A class of factor analysis estimation procedures with common asymptotic sampling properties ⋮ Factor-analysis estimation of simultaneity-error models ⋮ Maximum likelihood estimation in multidimensional scaling ⋮ Statistical aspects of a three-mode factor analysis model ⋮ On the estimators of model-based and maximal reliability ⋮ MANOVA, LDA, and FA criteria in clusters parameter estimation ⋮ The structure of improper solutions in maximum likelihood factor analysis ⋮ A loss function for alpha factor analysis ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ Canonical analysis of longitudinal and repeated measures data with stationary weights ⋮ A note on the parameter set for factor analysis models ⋮ Best linear predictors for factor scores ⋮ Errors-in-variables system identification using structural equation modeling
Cites Work
- Some contributions to maximum likelihood factor analysis
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Distance Functions and Regular Best Asymptotically Normal Estimates
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