Approximate Inference for the Factor Loading of a Simple Factor Analysis Model

A. C. M. Wong and JunJie Wu

Scandinavian Journal of Statistics, 2001, vol. 28, issue 2, 407-414

Abstract: We study a factor analysis model with two normally distributed observations and one factor. Two approximate conditional inference procedures for the factor loading are developed. The first proposal is a very simple procedure but it is not very accurate. The second proposal gives extremely accurate results even for very small sample size. Moreover, the calculations require only the signed log‐likelihood ratio statistic and a measure of the standardized maximum likelihood departure. Simulations are used to study the accuracy of the proposed procedures.

Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00244

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:28:y:2001:i:2:p:407-414

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().