15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis

DOI10.1017/S0308210500017881zbMath0351.62040OpenAlexW2219067272MaRDI QIDQ4121323

D. N. Lawley

Publication date: 1976

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500017881

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Theory of matrix inversion and generalized inverses (15A09)

Related Items

The asymptotic distributions of some estimators for a factor analysis model ⋮ The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances

Cites Work

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• A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
• SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• EFFICIENCY OF ESTIMATION WHEN THERE IS ONLY ONE COMMON FACTOR