IDEAS home Printed from https://ideas.repec.org/r/spr/psycho/v32y1967i4p443-482.html
   My bibliography  Save this item

Some contributions to maximum likelihood factor analysis

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Wim Krijnen & Theo Dijkstra & Richard Gill, 1998. "Conditions for factor (in)determinacy in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 63(4), pages 359-367, December.
  2. Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021. "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
  3. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
  4. Roderick McDonald, 1975. "Descriptive axioms for common factor theory, image theory and component theory," Psychometrika, Springer;The Psychometric Society, vol. 40(2), pages 137-152, June.
  5. A. Swain, 1975. "A class of factor analysis estimation procedures with common asymptotic sampling properties," Psychometrika, Springer;The Psychometric Society, vol. 40(3), pages 315-335, September.
  6. Roderick McDonald, 1986. "Describing the elephant: Structure and function in multivariate data," Psychometrika, Springer;The Psychometric Society, vol. 51(4), pages 513-534, December.
  7. C. Emre Alper & K. Kazimov & A. Akdemir, 2007. "Forecasting the term structure of interest rates for Turkey: a factor analysis approach," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 77-85.
  8. Michael Browne, 1969. "Fitting the factor analysis model," Psychometrika, Springer;The Psychometric Society, vol. 34(3), pages 375-394, September.
  9. Frederic Lord & Martha Stocking, 1976. "An interval estimate for making statistical inferences about true scores," Psychometrika, Springer;The Psychometric Society, vol. 41(1), pages 79-87, March.
  10. Chris Heaton & Victor Solo, 2000. "Dynamic Factor Analysis with ARMA Factors," Econometric Society World Congress 2000 Contributed Papers 0145, Econometric Society.
  11. Stanley Mulaik, 1986. "Factor analysis and Psychometrika: Major developments," Psychometrika, Springer;The Psychometric Society, vol. 51(1), pages 23-33, March.
  12. Steven Boker & Michael Neale & Hermine Maes & Michael Wilde & Michael Spiegel & Timothy Brick & Jeffrey Spies & Ryne Estabrook & Sarah Kenny & Timothy Bates & Paras Mehta & John Fox, 2011. "OpenMx: An Open Source Extended Structural Equation Modeling Framework," Psychometrika, Springer;The Psychometric Society, vol. 76(2), pages 306-317, April.
  13. Ab Mooijaart, 1985. "Factor analysis for non-normal variables," Psychometrika, Springer;The Psychometric Society, vol. 50(3), pages 323-342, September.
  14. Jones, Christopher S., 2001. "Extracting factors from heteroskedastic asset returns," Journal of Financial Economics, Elsevier, vol. 62(2), pages 293-325, November.
  15. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
  16. Sandip Sinharay & Peter W. van Rijn, 2020. "Assessing Fit of the Lognormal Model for Response Times," Journal of Educational and Behavioral Statistics, , vol. 45(5), pages 534-568, October.
  17. Harold Bechtoldt, 1974. "A confirmatory analysis of the factor stability hypothesis," Psychometrika, Springer;The Psychometric Society, vol. 39(3), pages 319-326, September.
  18. Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
  19. Arthur Goldberger, 1971. "Econometrics and psychometrics: A survey of communalities," Psychometrika, Springer;The Psychometric Society, vol. 36(2), pages 83-107, June.
  20. Wim Krijnen, 2002. "On the construction of all factors of the model for factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 161-172, March.
  21. Bai, Jushan & Ng, Serena, 2019. "Rank regularized estimation of approximate factor models," Journal of Econometrics, Elsevier, vol. 212(1), pages 78-96.
  22. Robert Jennrich, 1973. "Standard errors for obliquely rotated factor loadings," Psychometrika, Springer;The Psychometric Society, vol. 38(4), pages 593-604, December.
  23. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis.
  24. James Anderson & David Gerbing, 1984. "The effect of sampling error on convergence, improper solutions, and goodness-of-fit indices for maximum likelihood confirmatory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 49(2), pages 155-173, June.
  25. C. Emre Alper & Aras Akdemir & Kazim Kazimov, 2004. "Estimating Yield Curves in Turkey: Factor Analysis Approach," Working Papers 2004/04, Bogazici University, Department of Economics.
  26. Robert Jennrich, 1986. "A gauss-newton algorithm for exploratory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 51(2), pages 277-284, June.
  27. Wayne Velicer, 1976. "Determining the number of components from the matrix of partial correlations," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 321-327, September.
  28. Perez, Marcos & Ahn, Seung Chan, 2007. "GMM Estimation of the Number of Latent Factors," MPRA Paper 4862, University Library of Munich, Germany.
  29. David Gerbing & James Anderson, 1987. "Improper solutions in the analysis of covariance structures: Their interpretability and a comparison of alternate respecifications," Psychometrika, Springer;The Psychometric Society, vol. 52(1), pages 99-111, March.
  30. K. Jöreskog, 1971. "Statistical analysis of sets of congeneric tests," Psychometrika, Springer;The Psychometric Society, vol. 36(2), pages 109-133, June.
  31. Yutaka Kano, 1990. "Noniterative estimation and the choice of the number of factors in exploratory factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 55(2), pages 277-291, June.
  32. Daniel Bartz & Kerr Hatrick & Christian W. Hesse & Klaus-Robert Muller & Steven Lemm, 2011. "Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization," Papers 1109.3069, arXiv.org, revised Mar 2012.
  33. Yutaka Kano & Masamori Ihara, 1994. "Identification of inconsistent variates in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 59(1), pages 5-20, March.
  34. Karl Jöreskog, 1978. "Structural analysis of covariance and correlation matrices," Psychometrika, Springer;The Psychometric Society, vol. 43(4), pages 443-477, December.
  35. Peter Schönemann & Ming-Mei Wang, 1972. "Some new results on factor indeterminacy," Psychometrika, Springer;The Psychometric Society, vol. 37(1), pages 61-91, March.
  36. Jennifer Castle & David Hendry, 2012. "Forecasting by factors, by variables, or both?," Economics Series Working Papers 600, University of Oxford, Department of Economics.
  37. James Martin & Roderick McDonald, 1975. "Bayesian estimation in unrestricted factor analysis: A treatment for heywood cases," Psychometrika, Springer;The Psychometric Society, vol. 40(4), pages 505-517, December.
  38. Otto Driel, 1978. "On various causes of improper solutions in maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 43(2), pages 225-243, June.
  39. Ledyard Tucker & Charles Lewis, 1973. "A reliability coefficient for maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 38(1), pages 1-10, March.
  40. Jushan Bai & Serena Ng, 2017. "Principal Components and Regularized Estimation of Factor Models," Papers 1708.08137, arXiv.org, revised Nov 2017.
  41. Jan Leeuw & Forrest Young & Yoshio Takane, 1976. "Additive structure in qualitative data: An alternating least squares method with optimal scaling features," Psychometrika, Springer;The Psychometric Society, vol. 41(4), pages 471-503, December.
  42. Sik-Yum Lee, 1980. "Estimation of covariance structure models with parameters subject to functional restraints," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 309-324, September.
  43. Axel Borsch-Supan & Daniel L. McFadden & Reinhold Schnabel, 1996. "Living Arrangements: Health and Wealth Effects," NBER Chapters, in: Advances in the Economics of Aging, pages 193-216, National Bureau of Economic Research, Inc.
  44. Hirotugu Akaike, 1987. "Factor analysis and AIC," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 317-332, September.
  45. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
  46. Yutaka Kano & Akira Harada, 2000. "Stepwise variable selection in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 65(1), pages 7-22, March.
  47. K. Jöreskog, 1971. "Simultaneous factor analysis in several populations," Psychometrika, Springer;The Psychometric Society, vol. 36(4), pages 409-426, December.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.