Linear latent variable models and covariance structures

DOI10.1016/0304-4076(89)90044-4zbMATH Open0702.62051OpenAlexW1999095746MaRDI QIDQ915307FDOQ915307

Authors: T. W. Anderson 

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)90044-4

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zbMATH Keywords

asymptotic distributionmaximum likelihood estimatorautoregressive processesnon-normalitylikelihood ratio criterionasymptotic robustnesstests of covariance structurecovariance structuresgoodness of fit testsfinite second order momentsgeneralization of factor analysislinear latent variable modelsmultiple battery factor analysispanel studiestesting independence of subvectors

Mathematics Subject Classification ID

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

Cites Work

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Cited In (34)

• Latent models for cross-covariance
• Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model
• Stochastic production frontiers and panel data: A latent variable framework
• The exact covariance matrix of dynamic models with latent variables
• Identification of inconsistent variates in factor analysis
• Robust statistics for test-of-independence and related structural models
• A measure of independence for a multivariate normal distribution and some connections with factor analysis
• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• Regression among factor scores
• A note on one-factor analysis
• An estimate of the covariance between variables which are not jointly observed
• Title not available (Why is that?)
• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
• A latent variable model for two-dimensional canonical correlation analysis and the variational inference
• Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
• Nonparametric estimation of a latent variable model
• Maximum likelihood estimation of nonlinear structural equation models
• Asymptotic chi-square tests for a large class of factor analysis models
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Asymptotic robustness of the asymptotic biases in structural equation modeling
• Improving parameter tests in covariance structure analysis
• Matrix properties of an interbattery factor analytic model
• Correlated samples with fixed and nonnormal latent variables
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• Model conditions for asymptotic robustness in the analysis of linear relations
• Title not available (Why is that?)
• Measurement exchangeability and normal one-factor models
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• A matrix equality useful in goodness-of-fit testing of structural equation models
• Construction of additional variables conforming to a common factor model
• The asymptotic distribution of a goodness of fit statistic for factorial invariance
• On the relation between the linear factor model and the latent profile model
• Title not available (Why is that?)
• Covariance chains

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