Efficiency of Estimation when there is only One Common Factor.

Abstract

Explicit formulas are derived for the asymptotic sampling variances and covariances of the maximum likelihood estimators for factor-analysis parameters in the special case where there is just one common factor. The effect of the number of variables on these variances and covariances is indicated. A formula is given showing to what extent the usual covariance between two of a set of variables can be estimated more efficiently when there is known to be just one common factor. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1971
Accession Number
AD0724327

Entities

People

  • Frederic M. Lord
  • Marilyn S. Wingersky

Organizations

  • Educational Testing Service

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Efficiency
  • Estimators
  • Factor Analysis
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Sampling
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Psychometric Testing or Psychological Assessment.