Raw data maximum likelihood estimation for common principal component models: a state space approach

DOI10.1007/S11336-016-9504-2MaRDI QIDQ316724zbMATH OpenOpenAlexWikidataFDO

Authors Fei Gu, Hao Wu

Publication date 27 September 2016

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-016-9504-2

zbMATH Keywords

principal component analysisstate space modelcommon principal component model

Mathematics Subject Classification ID

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

Recommendations

• Two generalizations of the common principal component model
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• scientific article; zbMATH DE number 41813
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Cites work

• scientific article; zbMATH DE number 41813 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 749850 (Why is no real title available?)
• scientific article; zbMATH DE number 872242 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A method for simulating non-normal distributions
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• Asymptotic theory for common principal component analysis
• Common Canonical Variates in κ Independent Groups
• Common canonical variates
• Common principal components for dependent random vectors
• Evaluation of likelihood functions for Gaussian signals
• Four simultaneous component models for the analysis of multivariate time series from more than one subject to model intraindividual and interindividual differences
• Hierarchical relations between methods for simultaneous component analysis and a technique for rotation to a simple simultaneous structure
• Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)
• OpenMX 2.0: extended structural equation and statistical modeling
• Robustness of normal theory methods in the analysis of linear latent variate models
• Stepwise estimation of common principal components
• The efficiency of the asymptotic expansion of the distribution of the canonical vector under nonnormality
• Two generalizations of the common principal component model

Describes a project that uses

Uses Software

• AS 211
• OpenMx
• LISREL
• R

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