Key points are not available for this paper at this time.
Synopsis Until now the chief obstacle to the application of the maximum likelihood method of estimation to factor analysis has been the lack of any really good numerical method of solution. In this paper we give a brief review of recent work which remedies this defect. Two factor analysis models are considered. In each case we derive results which are of use in connection with new methods of solution. Formulae are given for the large-sample variances and covariances of the estimates of parameters in the first model.
D. N. Lawley (Sun,) studied this question.