A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
From MaRDI portal
Publication:5605065
DOI10.1111/j.2044-8317.1970.tb00434.xzbMath0205.23802OpenAlexW2081581769MaRDI QIDQ5605065
Publication date: 1970
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.2044-8317.1970.tb00434.x
Related Items (16)
A Gauss-Newton algorithm for exploratory factor analysis ⋮ Estimation of an oblique structure via penalized likelihood factor analysis ⋮ Application of the bootstrap methods in factor analysis ⋮ A New Method for Statistical Multidimensional Unfolding ⋮ The stability of voter perceptions: A comparison of candidate positions across time using the spatial theory of voting ⋮ Stepwise variable selection in factor analysis ⋮ Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases ⋮ A class of factor analysis estimation procedures with common asymptotic sampling properties ⋮ Factor-analysis estimation of simultaneity-error models ⋮ On Bayesian estimation in unrestricted factor analysis ⋮ A General Computing Algorithm for Factor Analysis ⋮ Factor analysis by generalized least squares ⋮ Standard errors for obliquely rotated factor loadings ⋮ Canonical analysis of longitudinal and repeated measures data with stationary weights ⋮ Variable selection via the weighted group lasso for factor analysis models ⋮ Sparse estimation via nonconcave penalized likelihood in factor analysis model
This page was built for publication: A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
