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A note on identification in the oblique and orthogonal factor analysis models

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  • James Algina

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  • James Algina, 1980. "A note on identification in the oblique and orthogonal factor analysis models," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 393-396, September.
    • Handle: RePEc:spr:psycho:v:45:y:1980:i:3:p:393-396
    DOI: 10.1007/BF02293911
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    References listed on IDEAS

    as
    1. James Dunn, 1973. "A note on a sufficiency condition for uniqueness of a restricted factor matrix," Psychometrika, Springer;The Psychometric Society, vol. 38(1), pages 141-143, March.
    2. Robert Jennrich, 1978. "Rotational equivalence of factor loading matrices with specified values," Psychometrika, Springer;The Psychometric Society, vol. 43(3), pages 421-426, September.
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    Citations

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    Cited by:

    1. Henk Kiers & Yoshio Takane & Jos Berge, 1996. "The analysis of multitrait-multimethod matrices via constrained components analysis," Psychometrika, Springer;The Psychometric Society, vol. 61(4), pages 601-628, December.
    2. Gagliardini, Patrick & Gouriéroux, Christian, 2017. "Double instrumental variable estimation of interaction models with big data," Journal of Econometrics, Elsevier, vol. 201(2), pages 176-197.
    3. Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, University Library of Munich, Germany.
    4. David Grayson & Herbert Marsh, 1994. "Identification with deficient rank loading matrices in confirmatory factor analysis: Multitrait-multimethod models," Psychometrika, Springer;The Psychometric Society, vol. 59(1), pages 121-134, March.
    5. Paul Bekker, 1986. "A note on the identification of restricted factor loading matrices," Psychometrika, Springer;The Psychometric Society, vol. 51(4), pages 607-611, December.
    6. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    7. Bai, Jushan & Ng, Serena, 2013. "Principal components estimation and identification of static factors," Journal of Econometrics, Elsevier, vol. 176(1), pages 18-29.

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