Factor analysis with a single common factor

In this paper we present a simple approach to factor analysis to estimate the true correlations between observable variables and a single common factor. We first provide the exact formula for the correlations under the orthogonality conditions, and then we show how to consistently estimate them using a random sample and a proper instrumental variable.

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Year of publication:	2018
Authors:	Chen, Siyan ; Desiderio, Saul

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Chen, Siyan and Desiderio, Saul (2018): Factor analysis with a single common factor.
Classification:	C1 - Econometric and Statistical Methods: General ; c38
Source:	BASE

Persistent link: https://www.econbiz.de/10015262270