Literaturnachweis - Detailanzeige
Autor/inn/en | Joreskog, Karl G.; Goldberger, Arthur S. |
---|---|
Institution | Educational Testing Service, Princeton, NJ. |
Titel | Factor Analysis by Generalized Least Squares. [Report No.: RB-71-26 |
Quelle | (1971), (34 Seiten)
PDF als Volltext |
Dokumenttyp | gedruckt; online; Monographie |
Schlagwörter | Correlation; Factor Analysis; Factor Structure; Goodness of Fit; Least Squares Statistics; Mathematical Models; Mathematics; Probability; Transformations (Mathematics) |
Abstract | Aitkin's generalized least squares (GLS) principle, with the inverse of the observed variance-covariance matrix as a weight matrix, is applied to estimate the factor analysis model in the exploratory (unrestricted) case. It is shown that the GLS estimates are scale free and asymptotically efficient. The estimates are computed by a rapidly converging Newton-Raphson procedure. A new technique is used to deal with Heywood cases effectively. (Author) |
Erfasst von | ERIC (Education Resources Information Center), Washington, DC |
Update | 2004/1/01 |