Transformation to Achieve a Longitudinally Stationary Factor Pattern Matrix
- 1 December 1986
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 51 (4) , 535-547
- https://doi.org/10.1007/bf02295592
Abstract
Meredith's method of extracting a factorially invariant solution is adapted to longitudinal settings. An explorational estimation procedure is presented which attempts to identify the longitudinal factor components of an across occasion variance-covariance matrix. This is effected by transforming an initial factor pattern matrix to stationarity. The estimation is performed in two parts, the first employing a stepwise algorithm to ascertain the dimensionality and existence of the longitudinal components and the second being the direct estimation of the existing factor pattern.Keywords
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