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Rotational equivalence of factor loading matrices with specified values

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  • Robert Jennrich

Abstract

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Suggested Citation

  • Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer;The Psychometric Society, vol. 43(3), pages 421-426, September.
    • Handle: RePEc:spr:psycho:v:43:y:1978:i:3:p:421-426
    DOI: 10.1007/BF02293650
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    Citations

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    Cited by:

    1. 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.
    2. Ke-Hai Yuan & Linda Marshall & Peter Bentler, 2002. "A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 95-121, March.
    3. 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.
    4. Kenneth A. Bollen & Karl G. Jã–Reskog, 1985. "Uniqueness does not Imply Identification," Sociological Methods & Research, , vol. 14(2), pages 155-163, November.
    5. King, Mervyn & Sentana, Enrique & Wadhwani, Sushil, 1994. "Volatility and Links between National Stock Markets," Econometrica, Econometric Society, vol. 62(4), pages 901-933, July.
    6. Carel Peeters, 2012. "Rotational Uniqueness Conditions Under Oblique Factor Correlation Metric," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 288-292, April.
    7. Ab Mooijaart, 1985. "Factor analysis for non-normal variables," Psychometrika, Springer;The Psychometric Society, vol. 50(3), pages 323-342, September.
    8. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2016. "Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem," Journal of Econometrics, Elsevier, vol. 192(1), pages 190-206.
    9. James Algina, 1980. "A note on identification in the oblique and orthogonal factor analysis models," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 393-396, September.
    10. S. Lee & R. Jennrich, 1979. "A study of algorithms for covariance structure analysis with specific comparisons using factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 44(1), pages 99-113, March.
    11. 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.
    12. Enrique Sentana & Gabriele Fiorentini, 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada," Working Papers wp1997_9709, CEMFI.
    13. Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014. "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers 1902, Kiel Institute for the World Economy (IfW Kiel).
    14. Elena A. Erosheva & S. McKay Curtis, 2017. "Dealing with Reflection Invariance in Bayesian Factor Analysis," Psychometrika, Springer;The Psychometric Society, vol. 82(2), pages 295-307, June.
    15. P. Bentler & David Weeks, 1980. "Linear structural equations with latent variables," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 289-308, September.

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