SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS

DOI10.1111/J.2044-8317.1974.TB00533.XMaRDI QIDQ4772018zbMATH OpenOpenAlexFDO

Authors Robert I. Jennrich

Publication date 1974

Published in British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.2044-8317.1974.tb00533.x

Mathematics Subject Classification ID

Point estimation (62F10) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15) Mathematical psychology (91E99)

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• Properties of the maximum likelihood solution in factor analysis regression
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
• The infinitesimal jackknife with exploratory factor analysis
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Analytic standard errors for exploratory process factor analysis
• Indeterminacy problems and the interpretation of factor analysis results
• Concise formulas for the standard errors of component loading estimates
• A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis
• scientific article; zbMATH DE number 47266 (Why is no real title available?)
• On equivariance and invariance of standard errors in three exploratory factor models
• Rotating factors to simplify their structural paths
• Simplification to the maximum likelihood function in confirmatory factor analysis
• scientific article; zbMATH DE number 3999030 (Why is no real title available?)
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• Determinants of standard errors of mles in confirmatory factor analysis
• An implicit function approach to constrained optimization with applications to asymptotic expansions
• 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• Application of the bootstrap methods in factor analysis
• A reliability coefficient for maximum likelihood factor analysis
• Biases and standard errors of standardized regression coefficients
• Oblique factors and components with independent clusters
• Standard errors for the class of orthomax-rotated factor loadings: some matrix results
• Bias Reduction of Estimated Standard Errors in Factor Analysis
• Standard Errors for the Harris-Kaiser Case II Orthoblique Solution

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