Factor analysis by generalized least squares
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Publication:2553844
Cites work
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- 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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- Some contributions to maximum likelihood factor analysis
Cited in
(27)- On the estimators of model-based and maximal reliability
- Canonical analysis of longitudinal and repeated measures data with stationary weights
- Factor analysis for non-normal variables
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model
- Invariance of covariance structures under groups of transformations
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- Maximum likelihood estimation in multidimensional scaling
- Statistical aspects of a three-mode factor analysis model
- A note on the parameter set for factor analysis models
- The structure of improper solutions in maximum likelihood factor analysis
- On nonequivalence of several procedures of structural equation modeling
- Errors-in-variables system identification using structural equation modeling
- Properties of the maximum likelihood solution in factor analysis regression
- MANOVA, LDA, and FA criteria in clusters parameter estimation
- Best linear predictors for factor scores
- Robustness of normal theory statistics in structural equation models*
- Factor-analysis estimation of simultaneity-error models
- On the bias of factor score determinacy coefficients based on different estimation methods of the exploratory factor model
- The structural relationship between financial ratios and capital asset pricing
- Expected predictive least squares for model selection in covariance structures
- Investigating impacts of complex sampling on latent growth curve modelling
- Rotation to sparse loadings using L^p losses and related inference problems
- A loss function for alpha factor analysis
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Testing structural equation models: the effect of kurtosis
- Asymptotic robustness of the asymptotic biases in structural equation modeling
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