Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models

Masamori Ihara and Yutaka Kano

Statistics & Probability Letters, 1992, vol. 14, issue 5, 337-341

Abstract: It is shown that the maximum likelihood and generalized least-squares estimators of unique variances in the conditional model are asymptotically equivalent to those in the marginal model in factor analysis. The asymptotic covariance matrices of the estimators are expressed in matrix form.

Keywords: Full; marginal and conditional models maximum likelihood and generalized least-squares estimators (search for similar items in EconPapers)
Date: 1992
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