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Asymptotic Sampling Variances for Factor Analytic Models Identified by Specified Zero Parameters

Published online by Cambridge University Press:  01 January 2025

R. S. Lockhart
R. S. Lockhart*
Affiliation:
The University of Sydney
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Abstract

Formulas are derived for the asymptotic variances and covariances of the maximum likelihood estimators for oblique simple structure models which are identified by prior specification of zero elements in the factor loading matrix. The formulas are expressed in terms of the various submatrices of the inverse of the required variance-covariance matrix. A numerical example using artificial data is given and problems in the application of the formulas discussed.

Type
Original Paper
Information
Psychometrika , Volume 32 , Issue 3 , September 1967 , pp. 265 - 277
Copyright
Copyright © 1967 The Psychometric Society

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Footnotes

*

Now at The Pennsylvania State University.

†

For brevity the variance-covariance or dispersion matrix will be referred to simply as the covariance matrix.

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