Application of the EM Method
Ronald Schoenberg () and
Carol Richtand
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Carol Richtand: National Institutes of Health
Sociological Methods & Research, 1984, vol. 13, issue 1, 127-150
Abstract:
The EM (Estimation-Maximization) algorithm is exploited to provide maximum likelihood estimates of the parameters of multiple indicator/factor analysis models. This method reduces considerably the storage and computational burden of such estimation. A computer program in BASIC language that performs the computations is listed in an appendix. The specification of correlated errors is also provided for in this application of the method.
Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:sae:somere:v:13:y:1984:i:1:p:127-150
DOI: 10.1177/0049124184013001006
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