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Structural analysis of covariance and correlation matrices

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  • Karl Jöreskog

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  • Karl Jöreskog, 1978. "Structural analysis of covariance and correlation matrices," Psychometrika, Springer;The Psychometric Society, vol. 43(4), pages 443-477, December.
    • Handle: RePEc:spr:psycho:v:43:y:1978:i:4:p:443-477
    DOI: 10.1007/BF02293808
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    References listed on IDEAS

    as
    1. K. Jöreskog, 1967. "Some contributions to maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 32(4), pages 443-482, December.
    2. Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
    3. R. Bock & Rolf Bargmann, 1966. "Analysis of covariance structures," Psychometrika, Springer;The Psychometric Society, vol. 31(4), pages 507-534, December.
    4. T. Anderson, 1963. "The use of factor analysis in the statistical analysis of multiple time series," Psychometrika, Springer;The Psychometric Society, vol. 28(1), pages 1-25, March.
    5. R. McDonald, 1974. "Testing pattern hypotheses for covariance matrices," Psychometrika, Springer;The Psychometric Society, vol. 39(2), pages 189-201, June.
    6. Claude Archer & Robert Jennrich, 1973. "Standard errors for rotated factor loadings," Psychometrika, Springer;The Psychometric Society, vol. 38(4), pages 581-592, December.
    Full references (including those not matched with items on IDEAS)

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