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Asymptotic expansions in mean and covariance structure analysis

✍ Scribed by Haruhiko Ogasawara


Book ID
108185575
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
639 KB
Volume
100
Category
Article
ISSN
0047-259X

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We derive asymptotic expansions for the distributions of the normal theory maximum likelihood estimators of unique variances and uniquenesses (standardized unique variances) in the factor analysis model. Asymptotic expansions are given for the distributions of non-Studentized and also Studentized st