Pages that link to "Item:Q1844035"

The following pages link to A note on Lawley's formulas for standard errors in maximum likelihood factor analysis (Q1844035):

Displaying 16 items.

• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• A feasible method for standard errors of estimate in maximum likelihood factor analysis (Q1146960) (← links)
• Asymptotic distributions of the estimators of communalities in factor analysis (Q1205784) (← links)
• A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
• On covariance estimators of factor loadings in factor analysis (Q1268006) (← links)
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
• Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
• Standard errors for obliquely rotated factor loadings (Q1844036) (← links)
• Application of the bootstrap methods in factor analysis (Q1901373) (← links)
• On equivariance and invariance of standard errors in three exploratory factor models (Q2250616) (← links)
• Standard errors for the class of orthomax-rotated factor loadings: some matrix results (Q2250686) (← links)
• Oblique factors and components with independent clusters (Q2259874) (← links)
• Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables (Q3145561) (← links)
• 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis (Q4121323) (← links)