Title of article :
On Covariance Estimators of Factor Loadings in Factor Analysis
Author/Authors :
Hayashi، نويسنده , , Kentaro and Kumar Sen، نويسنده , , Pranab، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1998
Pages :
8
From page :
38
To page :
45
Abstract :
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.
Keywords :
Kronecker product , Maximum likelihood estimator , vec operator , Asymptotic normality
Journal title :
Journal of Multivariate Analysis
Serial Year :
1998
Journal title :
Journal of Multivariate Analysis
Record number :
1557512
Link To Document :
بازگشت