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A Simplified Newton Method for Computing the Factor Loadings in Maximum Likelihood Factor Analysis
Author(s) -
Focke Joachim
Publication year - 1986
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.4710280412
Subject(s) - mathematics , factor (programming language) , computation , newton's method , maximum likelihood , factor analysis , eigenvalues and eigenvectors , mathematical optimization , statistics , algorithm , computer science , physics , nonlinear system , quantum mechanics , programming language
Abstract A simplified Newton iteration scheme for computation of factor loadings in maximum likelihood factor analysis is described. It operates in the space of factor loadings and avoids eigenvalue problems. From this, a comparatively small computational effort results. Besides of the case of positive unique variances, also the Heywood case is considered, where some unique variances vanish. The ability of the proposed method is demonstrated in three examples, results and iteration process are compared with data given in literature.