A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
From MaRDI portal
(Redirected from Publication:463082)
Recommendations
Cites work
- scientific article; zbMATH DE number 3885116 (Why is no real title available?)
- scientific article; zbMATH DE number 3117083 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3967642 (Why is no real title available?)
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 3678955 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 3519741 (Why is no real title available?)
- scientific article; zbMATH DE number 3539473 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3626442 (Why is no real title available?)
- scientific article; zbMATH DE number 1203735 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 1304673 (Why is no real title available?)
- scientific article; zbMATH DE number 1131925 (Why is no real title available?)
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- scientific article; zbMATH DE number 850156 (Why is no real title available?)
- scientific article; zbMATH DE number 3258737 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- scientific article; zbMATH DE number 3069574 (Why is no real title available?)
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
- Application of the bootstrap methods in factor analysis
- Assessing local influence for specific restricted likelihood: Application to factor analysis
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Asymptotics of estimating equations under natural conditions.
- Conditions for factor (in)determinacy in factor analysis
- Consistency property of elliptical probability density functions
- Correspondence analysis with least absolute residuals
- Editing and Imputation for Quantitative Survey Data
- Estimation and tests of significance in factor analysis
- Estimation for structural equation models with missing data
- Estimation for the multiple factor model when data are missing
- Factor analysis
- Factor analysis for non-normal variables
- Identifiability of factor analysis: Some results and open problems
- Likelihood based frequentist inference when data are missing at random
- Linear Statistical Inference and its Applications
- Longitudinal data analysis using generalized linear models
- Maximum-Likelihood Estimation of Parameters Subject to Restraints
- Measures of multivariate skewness and kurtosis with applications
- On covariance estimators of factor loadings in factor analysis
- On equivariance and invariance of standard errors in three exploratory factor models
- On structural equation modeling with data that are not missing completely at random
- On the relation between S-estimators and M-estimators of multivariate location and covariance
- On the treatment of correlation structures as covariance structures
- Resistant lower rank approximation of matrices by iterative majorization
- Robust Analysis of Covariance
- Robust Estimation of Dispersion Matrices and Principal Components
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
- Robust Principal Components
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis
- Robust Statistics
- Robust m-estimators of multivariate location and scatter
- Robust regression using iteratively reweighted least-squares
- Robustness and efficiency properties of scatter matrices
- Rotational equivalence of factor loading matrices with specified values
- SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
- Scale freeness in factor analysis
- Scale invariance and the factor analysis of correlation matrices
- Standard errors for obliquely rotated factor loadings
- Standard errors for rotated factor loadings
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results
- Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
- The Influence Curve and Its Role in Robust Estimation
- The asymptotic covariance matrix of sample correlation coefficients under general conditions
- The asymptotic distribution of elements of a correlation matrix: Theory and application
- The varimax criterion for analytic rotation in factor analysis
- The weight matrix in asymptotic distribution-free methods
Cited in
(12)- Robust factor analysis.
- Identification of inconsistent variates in factor analysis
- Factor Structure of the National Center Test 2005 by the Full-Information Pseudo-ML Method
- On Muthén's maximum likelihood for two-level covariance structure models
- Rotating factors to simplify their structural paths
- Improved communality estimation in factor analysis
- Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites?
- Mean comparison: manifest variable versus latent variable
- Factor analysis for non-normal variables
- Structural equation modeling with near singular covariance matrices
- A note on the likelihood ratio test in high-dimensional exploratory factor analysis
- Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites
This page was built for publication: A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q463082)