Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models

It is shown that the maximum likelihood and generalized least-squares estimators of unique variances in the conditional model are asymptotically equivalent to those in the marginal model in factor analysis. The asymptotic covariance matrices of the estimators are expressed in matrix form.

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Year of publication:	1992
Authors:	Ihara, Masamori ; Kano, Yutaka
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 5, p. 337-341
Publisher:	Elsevier
Subject:	Full \| marginal and conditional models maximum likelihood and generalized least-squares estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254102