The asymptotic distributions of some estimators for a factor analysis model

Under the errors-in-variables parameterization, the limiting behavior of the estimators of the parameters of the factor analysis model is investigated. An explicit expression is given for the covariance matrix of the limiting distribution of the estimators. It is demonstrated that the limiting distribution of the vector containing the estimated error variances and the estimated coefficients holds for a wide range of assumptions about the true factors.

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Year of publication:	1987
Authors:	Amemiya, Yasuo ; Fuller, Wayne A. ; Pantula, Sastry G.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 22.1987, 1, p. 51-64
Publisher:	Elsevier
Keywords:	factor analysis covariance matrix of limiting distribution maximum likelihood estimator

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

Persistent link: https://www.econbiz.de/10005199726