✦ LIBER ✦

A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis

✍ Scribed by Prof. Dr. Joachim Focke

Publisher: John Wiley and Sons
Year: 1986
Tongue: English
Weight: 507 KB
Volume: 28
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710280412

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✦ Synopsis

A simplified Newton iteration scheme for computation of factor loadings in maximum likelihood factor analysis is described. It operatee in the space of factor loadings and avoids eigenvalue problems. From this, a oomparatively small computational effort resulte. Besides of the cane of positive unique variances, also the Heywood caw is considered, where mme unique variances vanish. The ability of the proposed method is demonstrated in three examples, results and iteration process are compared with data given in literature.

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