September 1, 1972

Factor Analysis by Generalized Least Squares

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Abstract

Aitken’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.

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Jöreskog et al. (Fri,) studied this question.

synapsesocial.com/papers/6a08fc22944076d22073a87a https://doi.org/https://doi.org/10.1007/bf02306782

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Factor Analysis by Generalized Least Squares

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Abstract

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Connected Papers

Cite This Study

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Discussion

Journals

Institutions

References and Citations

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