A RAPIDLY CONVERGENT METHOD FOR MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS

DOI10.1111/J.2044-8317.1970.TB00434.XMaRDI QIDQ5605065zbMATH OpenOpenAlexFDO

Authors M. R. B. Clarke

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

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cited in

(16)

• Canonical analysis of longitudinal and repeated measures data with stationary weights
• A Gauss-Newton algorithm for exploratory factor analysis
• The stability of voter perceptions: A comparison of candidate positions across time using the spatial theory of voting
• Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• On Bayesian estimation in unrestricted factor analysis
• Estimation of an oblique structure via penalized likelihood factor analysis
• Standard errors for obliquely rotated factor loadings
• Application of the bootstrap methods in factor analysis
• Stepwise variable selection in factor analysis
• Factor analysis by generalized least squares
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Variable selection via the weighted group Lasso for factor analysis models
• Factor-analysis estimation of simultaneity-error models
• A General Computing Algorithm for Factor Analysis
• A New Method for Statistical Multidimensional Unfolding

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