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Convergence of Estimates of Unique Variances in Factor Analysis, Based on the Inverse Sample Covariance Matrix

Published online by Cambridge University Press:  01 January 2025

Wim P. Krijnen
Wim P. Krijnen*
Affiliation:
University of Amsterdam
*
Requests for reprints should be sent to W.P. Krijnen, Department of Psychology, Psychological Methods, University of Amsterdam, Roetersstraat 15, 1018 WB Amsterdam, The Netherlands.
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Abstract

If the ratio m/p tends to zero, where m is the number of factors m and m the number of observable variables, then the inverse diagonal element of the inverted observable covariance matrix tends to the corresponding unique variance ψjj for almost all of these (Guttman, 1956). If the smallest singular value of the loadings matrix from Common Factor Analysis tends to infinity as p increases, then m/p tends to zero. The same condition is necessary and sufficient for to tend to ψjj for all of these. Several related conditions are discussed.

Keywords

common factor analysisconfirmatory factor analysisimage factor analysis
Type
Original Paper
Information
Psychometrika , Volume 71 , Issue 1 , March 2006 , pp. 193 - 199
Copyright
Copyright © 2006 The Psychometric Society

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Footnotes

The author is obliged Jos Ten Berge for his comments on the final draft and to the associate editor and the reviewers for their stimulating remarks during the review process.

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