Factor analysis by generalized least squares
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Publication
1971 - Educational Testing Service, Princeton, N.J, No place, unknown, or undetermined
Language
English
Word Count
7,000 words, Guess
Page Count
28 pages
Identifiers
- Open LibraryOL59956512M
- OCLC Control Number874099865
Description
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.
Subjects
Series Statement
- Research bulletin -- RB-71-26
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