Methodological analysis reveals optimal factor score estimators across distinct research applications, indicating that estimator choice depends directly on specific analytical criteria.
This study identifies three different applications of factor scores which lead to three different sets of criteria for optimal estimation procedures. The regression method and the Bartlett method best satisfy the first two sets of criteria, and a generalized Anderson and Rubin procedure is optimal for the third set of criteria. The differences between the methods have been illustrated by an example.
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Saris et al. (1978) studied this question.
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