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A General Computing Algorithm for Factor Analysis
Author(s) -
Derflinger G.
Publication year - 1979
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710210105
Subject(s) - mathematics , factor (programming language) , algorithm , maximum likelihood , mathematical optimization , computer science , statistics , programming language
A general algorithm for the factor analysis is developed, which contains the alpha factor analysis, the maximum likelihood method and the minres method as special cases. This algorithm, which is a multidimensional N EWTON algorithm, uses the partial derivatives of the reproduced communalities with respect to the inserted ones. The partial derivatives are got by means of the perturbation theory.