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Volumn 66, Issue 1, 1998, Pages 38-45

On Covariance Estimators of Factor Loadings in Factor Analysis

Author keywords

Asymptotic normality; Kronecker product; Maximum likelihood estimator; Vec operator

Indexed keywords


EID: 0000067992     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1737     Document Type: Article
Times cited : (6)

References (9)
  • 2
    • 0041192534 scopus 로고    scopus 로고
    • Matrix computations involved in factor analysis: The unstandardized, unrotated case
    • Hayashi K., Sen P. K. Matrix computations involved in factor analysis: The unstandardized, unrotated case. Institute of Statistics Mimeo Series. 1996.
    • (1996) Institute of Statistics Mimeo Series
    • Hayashi, K.1    Sen, P.K.2
  • 3
    • 38249012708 scopus 로고
    • Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
    • Ihara M., Kano Y. Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models. Statistics and Probability Letters. 14:1992;337-341.
    • (1992) Statistics and Probability Letters , vol.14 , pp. 337-341
    • Ihara, M.1    Kano, Y.2
  • 4
    • 0010004213 scopus 로고
    • A feasible method for standard errors of estimate in maximum likelihood factor analysis
    • Jennrich R. I., Clarkson D. B. A feasible method for standard errors of estimate in maximum likelihood factor analysis. Psychometrika. 45:1980;237-247.
    • (1980) Psychometrika , vol.45 , pp. 237-247
    • Jennrich, R.I.1    Clarkson, D.B.2
  • 5
    • 0001246447 scopus 로고
    • A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
    • Jennrich R. I., Thayer D. T. A note on Lawley's formulas for standard errors in maximum likelihood factor analysis. Psychometrika. 38:1973;571-580.
    • (1973) Psychometrika , vol.38 , pp. 571-580
    • Jennrich, R.I.1    Thayer, D.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.