Efficiency of Estimation When There is Only One Common Factor

Author(s):

Lord, Frederic M.; Wingersky, Marilyn S.

Publication Year:

1971

Report Number:

RB-71-16

Source:

ETS Research Bulletin

Document Type:

Report

Page Count:

17

Subject/Key Words:

Office of Naval Research, Factor Analysis, Mathematical Models, Statistical Analysis

Abstract

Explicit formulas are derived for the asymptotic sampling variances and covariances of the maximum likelihood estimators for factor-analysis parameters in the special case where there is just one common factor. The effect of the number of variables on these variances and covariances is indicated. A formula is given showing to what extent the usual covariance between two of a set of variables can be estimated more efficiently when there is known to be just one common factor. (Author)

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• http://dx.doi.org/10.1002/j.2333-8504.1971.tb00427.x