On identification of multi-factor models with correlated residuals

Biometrika

Volumn 91, Issue 1, 2004, Pages 141-151

  Grzebyk, Michel ^a   Wild, Pascal ^a   Chouanière, Dominique ^a  

^a INSTITUT NATIONAL DE RECHERCHE ET DE SÉCURITÉ   (France)

Author keywords

Complementary graph; Covariance graph; Odd cycle; Structural constraint

Indexed keywords

ZEROS;

EID: 21644478521     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.1.141     Document Type: Article

References (6)

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2. Cox, D. & WERMUTH, N. (1996). Multivariate Dependencies. Models, Analysis and Interpretation. London: Chapman and Hall.
3. GIUDICI, P. & STANGIIELLINI, E. (2001). Bayesian inference for graphical factor analysis models. Psychometrika 66, 577-92.
4. MARCHETTI, G. M. & STANGHELLINI, E. (1996). Alcune osservazioni sui modelli grand in presenza di variabili latenti. In Atti delta XXX VIII Riunione Scientifica 2, Ed. Società Italiana di Statistica, pp. 496-504. Rome, Italy: Maggioli Editore.
5. STANGHELLINI, E. (1997). Identification of a single-factor model using graphical Gaussian rules. Biometrika 84, 241-4.
6. VICARD, P. (2000). On identification of a single-factor model with correlated residuals. Biometrika 87, 199-205.