Asymptotic Sampling Variances for Factor Analytic Models Identified by Specified Zero Parameters

1 September 1967

journal article
Published by Cambridge University Press (CUP) in Psychometrika

Vol. 32 (3) , 265-277
https://doi.org/10.1007/bf02289590

Abstract

Formulas are derived for the asymptotic variances and covariances of the maximum likelihood estimators for oblique simple structure models which are identified by prior specification of zero elements in the factor loading matrix. The formulas are expressed in terms of the various submatrices of the inverse of the required variance-covariance matrix. A numerical example using artificial data is given and problems in the application of the formulas discussed.

Keywords

This publication has 6 references indexed in Scilit:

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Psychometrika, 1966
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