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On Covariance Estimators of Factor Loadings in Factor Analysis

โœ Scribed by Kentaro Hayashi; Pranab Kumar Sen

Book ID
102601161
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
214 KB
Volume
66
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

We report a matrix expression for the covariance matrix of MLEs of factor loadings in factor analysis. We then derive the analytical formula for covariance matrix of the covariance estimators of MLEs of factor loadings by obtaining the matrix of partial derivatives, which maps the differential of sample covariance matrix (in vector form) into the differential of the covariance estimators.

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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 uniqu