Bayesian Estimation in Unrestricted Factor Analysis: A Treatment for Heywood Cases

1 December 1975

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

Vol. 40 (4) , 505-517
https://doi.org/10.1007/bf02291552

Abstract

A Bayesian procedure is given for estimation in unrestricted common factor analysis. A choice of the form of the prior distribution is justified. It is shown empirically that the procedure achieves its objective of avoiding inadmissible estimates of unique variances, and is reasonably insensitive to certain variations in the shape of the prior distribution.

Keywords

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