Estimation and Hypothesis-Testing for a Generalized Factor Analysis Based on Residual Covariance Matrices of Prescribed Structure

Author(s):

McDonald, Roderick P.

Publication Year:

1970

Report Number:

RB-70-34

Source:

ETS Research Bulletin

Document Type:

Report

Page Count:

28

Subject/Key Words:

Factor Analysis, Mathematical Models, Statistical Analysis

Abstract

In a generalized factor model based on residual covariance matrices of prescribed structure, maximum likelihood estimates of the model parameters, and a likelihood-ratio test of the number of major factors postulated, are obtained as the obvious generalized counterparts of the corresponding quantities in the classical common factor model, with the exception that there does not seem to be a suitable counterpart to Joreskog's treatment of the problem of improper solutions in the classical case.

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• http://dx.doi.org/10.1002/j.2333-8504.1970.tb00592.x