A class of factor analysis estimation procedures with common asymptotic sampling properties
A class of factor analysis estimation procedures with common asymptotic sampling properties
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一类具有共同渐近抽样特性的因子分析估计程序
DOI：
10.1007/bf02291761
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发表时间：
1975
期刊：
影响因子：
3
通讯作者：
A. J. Swain
中科院分区：
文献类型：
--
作者：
A. J. Swain
一般类的估计程序的因素模型。的程序所示，以产生具有相同的渐近抽样性质的估计，从估计的最大似然或广义最小二乘，这两者都是特殊成员的类。一般表达式的衍生物所需的牛顿-拉夫逊确定的估计。给出了数值例子，并讨论了估计过程的选择的影响。
A general class of estimation procedures for the factor model is considered. The procedures are shown to yield estimates possessing the same asymptotic sampling properties as those from estimation by maximum likelihood or generalized least squares, both of which are special members of the class. General expressions for the derivatives needed for Newton-Raphson determination of the estimates are derived. Numerical examples are given, and the effect of the choice of estimation procedure is discussed.