Maximum Likelihood Estimation and Factor Analysis
- 1 February 1940
- journal article
- research article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 6 (1) , 49-53
- https://doi.org/10.1007/bf02288574
Abstract
Fisher's method of maximum likelihood is applied to the problem of estimation in factor analysis, as initiated by Lawley, and found to lead to a generalization of the Eckart matrix approximation problem. The solution of this in a special case is applied to show how test fallability enters into factor determination, it being noted that the method of communalities underestimates the number of factors.This publication has 7 references indexed in Scilit:
- VI.—The Estimation of Factor Loadings by the Method of Maximum LikelihoodProceedings of the Royal Society of Edinburgh, 1940
- Factor Analysis and the Index of ClusteringPsychometrika, 1939
- Matrix Approximation and Latent RootsThe American Mathematical Monthly, 1938
- The approximation of one matrix by another of lower rankPsychometrika, 1936
- Inverse ProbabilityMathematical Proceedings of the Cambridge Philosophical Society, 1930
- Theory of Statistical EstimationMathematical Proceedings of the Cambridge Philosophical Society, 1925
- On the mathematical foundations of theoretical statisticsPhilosophical Transactions of the Royal Society A, 1922