Identification in restricted factor models and the evaluation of rank conditions

DOI10.1016/0304-4076(89)90040-7MaRDI QIDQ583771zbMATH OpenOpenAlexFDO

Authors Paul A. Bekker

Publication date 1989

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(89)90040-7

zbMATH Keywords

rank conditionJacobian matriceslocal identificationcomputation of the exact rankrestricted factor analysis models

Mathematics Subject Classification ID

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

Recommendations

• Identification theory for high dimensional static and dynamic factor models
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Cites work

• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 3940575 (Why is no real title available?)
• A note on a sufficiency condition for uniqueness of a restricted factor matrix
• A note on the identification of restricted factor loading matrices
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• Identifiability of factor analysis: Some results and open problems
• Identification of linear stochastic models with covariance restrictions
• MACSYMA from F to G
• Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
• Rotational equivalence of factor loading matrices with specified values
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• The commutation matrix: Some properties and applications
• The death of a mathematical theory. A study in the sociology of knowledge
• The rank of reduced dispersion matrices

Cited in

(12)

• Counting rules for identification in linear structural models
• Identification of simultaneous equation models with measurement error: a computerized evaluation
• A note on the identification of restricted factor loading matrices
• Dynamic factor analysis of nonstationary multivariate time series
• Identification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod models
• Identifiability of nonlinear logistic test models
• Stochastic production frontiers and panel data: A latent variable framework
• Identification of the linear factor model
• Local identifiability of the factor analysis and measurement error model parameter
• scientific article; zbMATH DE number 7113412 (Why is no real title available?)
• On the role of the rank condition in CCE estimation of factor-augmented panel regressions
• Identification, estimation and testing of conditionally heteroskedastic factor models

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Uses Software

• REDUCE

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