The structure of improper solutions in maximum likelihood factor analysis

The structure of maximum likelihood estimators in the Heywood case is investigated without any restrictions on parameters. It is shown that this structure is identical to that obtained by Jöreskog (1967) under the restriction that some uniquenesses are zero. As a result, the structure of generalized least-squares estimators is clarified.

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Year of publication:	1987
Authors:	Ihara, Masamori
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 1, p. 35-37
Publisher:	Elsevier
Keywords:	AMS (1980) Subject Classification: 62H25 factor analysis improper solutions maximum likelihood estimators generalized east-squares estimators

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

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