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On Covariance Estimators of Factor Loadings in Factor Analysis

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Author Info
Hayashi, Kentaro
Kumar Sen, Pranab
Abstract

We report a matrix expression for the covariance matrix of MLEs of factor loadings in factor analysis. We then derive the analytical formula for covariance matrix of the covariance estimators of MLEs of factor loadings by obtaining the matrix of partial derivatives, which maps the differential of sample covariance matrix (in vector form) into the differential of the covariance estimators.

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Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 66 (1998)
Issue (Month): 1 (July)
Pages: 38-45
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Handle: RePEc:eee:jmvana:v:66:y:1998:i:1:p:38-45

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Keywords: asymptotic normality; Kronecker product; maximum likelihood estimator; vec operator;

Cited by:
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  1. Kentaro Hayashi & Yiu-Fai Yung, 1999. "Standard errors for the class of orthomax-rotated factor loadings: Some matrix results," Psychometrika, Springer, vol. 64(4), pages 451-460, December. [Downloadable!] (restricted)
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