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Factor analysis with heteroscedastic errors
Author(s) -
Meijer Erik,
Mooijaart Ab
Publication year - 1996
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.2044-8317.1996.tb01082.x
Subject(s) - heteroscedasticity , econometrics , estimator , statistics , mathematics
A factor analysis model with heteroscedastic errors is studied. Estimators are introduced that explicitly model the kind of heteroscedasticity assumed and the consequences of ignoring heteroscedasticity are indicated. These approaches are compared in a simulation study.