A closed form estimator of the uniqueness (unique variance) in factor analysis is proposed. It has analytically desirable properties—consistency, asymptotic normality and scale invariance. The estimation procedure is given through the application to the two sets of Emmett's data and Holzinger and Swineford's data. The new estimator is shown to lead to values rather close to the maximum likelihood estimator.
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Ihara et al. (1986) studied this question.
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