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Local identifiability of the factor analysis and measurement error model parameter

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  • Wegge, Leon L.

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  • Wegge, Leon L., 1996. "Local identifiability of the factor analysis and measurement error model parameter," Journal of Econometrics, Elsevier, vol. 70(2), pages 351-382, February.
    • Handle: RePEc:eee:econom:v:70:y:1996:i:2:p:351-382
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    1. Zellner, Arnold, 1970. "Estimation of Regression Relationships Containing Unobservable Independent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 441-454, October.
    2. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    3. Klepper, Steven & Leamer, Edward E, 1984. "Consistent Sets of Estimates for Regressions with Errors in All Variables," Econometrica, Econometric Society, vol. 52(1), pages 163-183, January.
    4. Bekker, Paul A., 1989. "Identification in restricted factor models and the evaluation of rank conditions," Journal of Econometrics, Elsevier, vol. 41(1), pages 5-16, May.
    5. Richard, Jean-Francois, 1975. "A note on the information matrix of the multivariate normal distribution," Journal of Econometrics, Elsevier, vol. 3(1), pages 57-60, February.
    6. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer;The Psychometric Society, vol. 51(4), pages 607-611, December.
    7. Wegge, Leon L, 1978. "Constrained Indirect Least Squares Estimators," Econometrica, Econometric Society, vol. 46(2), pages 435-449, March.
    8. Goldberger, Arthur S, 1972. "Structural Equation Methods in the Social Sciences," Econometrica, Econometric Society, vol. 40(6), pages 979-1001, November.
    9. James Dunn, 1973. "A note on a sufficiency condition for uniqueness of a restricted factor matrix," Psychometrika, Springer;The Psychometric Society, vol. 38(1), pages 141-143, March.
    10. Leamer, Edward E, 1987. "Errors in Variables in Linear Systems," Econometrica, Econometric Society, vol. 55(4), pages 893-909, July.
    11. C. Hsiao & G. Taylor, 1991. "Some remarks on measurement errors and the identification of panel data models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 187-194, June.
    12. Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer;The Psychometric Society, vol. 43(3), pages 421-426, September.
    13. L.L. Wegge, 1991. "Identification with latent variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 121-143, June.
    14. Robert Jennrich, 1986. "A gauss-newton algorithm for exploratory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 277-284, June.
    15. Geraci, Vincent J., 1976. "Identification of simultaneous equation models with measurement error," Journal of Econometrics, Elsevier, vol. 4(3), pages 263-283, August.
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    Cited by:

    1. Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    2. Sentana, Enrique & Fiorentini, Gabriele, 2001. "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, vol. 102(2), pages 143-164, June.
    3. Ramses H. ABUL NAGA, 1996. "Prediction and Sufficiency in the Model of Factor Analysis," Cahiers de Recherches Economiques du Département d'économie 9616, Université de Lausanne, Faculté des HEC, Département d’économie.
    4. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
    5. Gabriele Fiorentini & Enrique Sentana, 2012. "Tests for Serial Dependence in Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.

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