Asymptotic biases in exploratory factor analysis and structural equation modeling
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References listed on IDEAS
- Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
- Kentaro Hayashi & Yiu-Fai Yung, 1999. "Standard errors for the class of orthomax-rotated factor loadings: Some matrix results," Psychometrika, Springer;The Psychometric Society, vol. 64(4), pages 451-460, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ogasawara, Haruhiko, 2009. "Asymptotic expansions in mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 902-912, May.
- Damba Lkhagvasuren, 2009. "Large Locational Differences in Unemployment Despite High Labor Mobility: Impact of Moving Cost on Aggregate Unemployment and Welfare," Working Papers 09009, Concordia University, Department of Economics, revised Mar 2010.
- Ogasawara, Haruhiko, 2005. "Asymptotic robustness of the asymptotic biases in structural equation modeling," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 771-783, June.
- Prokhorov, Artem, 2012.
"Second order bias of quasi-MLE for covariance structure models,"
Elsevier, vol. 114(2), pages 195-197.
- Artem Prokhorov, 2010. "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers 10001, Concordia University, Department of Economics.
- Ogasawara, Haruhiko, 2006. "Asymptotic expansion of the sample correlation coefficient under nonnormality," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 891-910, February.
More about this item
KeywordsAsymptotic biases; structural equation modeling; asymptotic variances; nonnormal data; asymptotic robustness; factor analysis;
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