Hostname: page-component-78c5997874-dh8gc Total loading time: 0 Render date: 2024-11-13T01:07:49.095Z Has data issue: false hasContentIssue false

XX.—Some New Results in Maximum Likelihood Factor Analysis*

Published online by Cambridge University Press:  14 February 2012

D. N. Lawley
Affiliation:
Department of Statistics, University of Edinburgh.

Synopsis

Until now the chief obstacle to the application of the maximum likelihood method of estimation to factor analysis has been the lack of any really good numerical method of solution. In this paper we give a brief review of recent work which remedies this defect. Two factor analysis models are considered. In each case we derive results which are of use in connection with new methods of solution. Formulae are given for the large-sample variances and covariances of the estimates of parameters in the first model.

Type
Research Article
Copyright
Copyright © Royal Society of Edinburgh 1967

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

References to Literature

Fletcher, R. and Powell, M. J. D., 1963. “A Rapidly Convergent Descent Method for Minimization”, Comput. J., 2, 163168.CrossRefGoogle Scholar
Howe, W. G., 1955. “Some Contributions to Factor Analysis”, Report, No. ORNL-1919, Oak Ridge, Tennessee.CrossRefGoogle Scholar
Jöreskog, K. G., 1966 a. “Some Contributions to Maximum Likelihood Factor Analysis”, Res. Bull., Princeton, N.J., Educational Testing Service.Google Scholar
Jöreskog, K. G., 1966 b. “UMLFA-A Computer Program for Unrestricted Maximum Likelihood Factor Analysis”, Res. Rep., Insi. Statist., Univ. Uppsala.Google Scholar
Jöreskog, K. G., 1966 cTesting a Simple Structure Hypothesis in Factor Analysis”, Psychometrika, 31, 165178.CrossRefGoogle ScholarPubMed
Lawley, D. N., 1940. “The Estimation of Factor Loadings by the Method of Maximum Likelihood”, Proc. Roy. Soc. Edinb., 60, 6482.CrossRefGoogle Scholar
Lawley, D. N., 1953. “A Modified Method of Estimation in Factor Analysis and Some Large Sample Results”, Uppsala Symposium on Psychological Factor Analysis. Nordisk Psykologi's Monograph Series No. 3, Almqvist and Wiksell, Stockholm.Google Scholar
Lawley, D. N., 1955. “A Statistical Examination of the Centroid Method”, Proc. Roy. Soc. Edinb., A, 64, 175189.Google Scholar
Lawley, D. N., 1958. “Estimation in Factor Analysis under Various Initial Assumptions”, Brit. J. Statist. Psychol., II, 112.CrossRefGoogle Scholar
Lawley, D. N. and Maxwell, A. E., 1963. Factor Analysis as a Statistical Method. London, Butterworth.Google Scholar