Premium
SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
Author(s) -
Jennrich Robert I.
Publication year - 1974
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1974.tb00533.x
Subject(s) - maximum likelihood , mathematics , rotation (mathematics) , standard error , inverse , statistics , factor (programming language) , restricted maximum likelihood , matrix (chemical analysis) , computer science , geometry , materials science , composite material , programming language
Standard errors for maximum‐likelihood estimates of factor loadings are expressed in terms of the inverse of an augmented information matrix. This formulation arises naturally by viewing the problem as one in constrained maximum‐likelihood estimation. The constraints correspond to the form of rotation used. Results are given for canonical rotation and analytic rotations in the orthomax family.