The structure of improper solutions in maximum likelihood factor analysis

Masamori Ihara

Statistics & Probability Letters, 1987, vol. 5, issue 1, 35-37

Abstract: The structure of maximum likelihood estimators in the Heywood case is investigated without any restrictions on parameters. It is shown that this structure is identical to that obtained by Jöreskog (1967) under the restriction that some uniquenesses are zero. As a result, the structure of generalized least-squares estimators is clarified.

Keywords: AMS; (1980); Subject; Classification:; 62H25; factor; analysis; improper; solutions; maximum; likelihood; estimators; generalized; east-squares; estimators (search for similar items in EconPapers)
Date: 1987
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