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

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

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!