Pages that link to "Item:Q4772018"

The following pages link to SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS (Q4772018):

Displaying 16 items.

• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
• Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
• Determinants of standard errors of mles in confirmatory factor analysis (Q615667) (← links)
• Biases and standard errors of standardized regression coefficients (Q658145) (← links)
• The infinitesimal jackknife with exploratory factor analysis (Q692407) (← 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)
• 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)
• Asymptotic biases in exploratory factor analysis and structural equation modeling (Q2259989) (← links)
• An implicit function approach to constrained optimization with applications to asymptotic expansions (Q2476147) (← links)
• 15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis (Q4121323) (← links)
• Indeterminacy problems and the interpretation of factor analysis results (Q4176845) (← links)
• Rotating factors to simplify their structural paths (Q6057041) (← links)