The asymptotic distributions of some estimators for a factor analysis model

Yasuo Amemiya, Wayne A. Fuller and Sastry G. Pantula

Journal of Multivariate Analysis, 1987, vol. 22, issue 1, 51-64

Abstract: Under the errors-in-variables parameterization, the limiting behavior of the estimators of the parameters of the factor analysis model is investigated. An explicit expression is given for the covariance matrix of the limiting distribution of the estimators. It is demonstrated that the limiting distribution of the vector containing the estimated error variances and the estimated coefficients holds for a wide range of assumptions about the true factors.

Keywords: factor; analysis; covariance; matrix; of; limiting; distribution; maximum; likelihood; estimator (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (12)

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