Scale invariance and the factor analysis of correlation matrices

DOI10.1111/J.2044-8317.1978.TB00586.XMaRDI QIDQ3876847zbMATH OpenOpenAlexFDO

Authors William R. Krane, Roderick P. McDonald

Publication date 1978

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.2044-8317.1978.tb00586.x

zbMATH Keywords

factor analysis of correlation matricesgeneralized least squares estimatorsmaximum likelihoodscale invariance

Mathematics Subject Classification ID

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

Cited in

(10)

• Analysis of covariance and correlation structures
• Describing the elephant: Structure and function in multivariate data
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• A scale-invariant treatment for recursive path models
• Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer
• On equivariance and invariance of standard errors in three exploratory factor models
• Model-based principal components of correlation matrices
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• Expected predictive least squares for model selection in covariance structures
• On the treatment of correlation structures as covariance structures

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