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Robustness of the Maximum-Likelihood Estimation Procedure in Factor Analysis

Published online by Cambridge University Press:  01 January 2025

E. L. Fuller Jr.  and
W. J. Hemmerle
E. L. Fuller Jr.
Affiliation:
University of Rhode Island
W. J. Hemmerle
Affiliation:
University of Rhode Island
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Abstract

In order to determine the robustness of the maximum-likelihood estimation procedure, random variates from six distributions were generated independently on a high speed computer and then used to represent the common and specific factors in a factor analysis model in which the coefficients of these factors had been specified. Using Lawley's approximate x2 statistic in evaluating the estimates obtained, the estimation procedure is found to be insensitive to changes in the distributions considered.

Type
Original Paper
Information
Psychometrika , Volume 31 , Issue 2 , June 1966 , pp. 255 - 266
Copyright
Copyright © 1966 Psychometric Society

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Footnotes

*

This study was conducted while the authors were members of the Statistical Laboratory at Iowa State University. All computations were done at Iowa State on an IBM 7074.

References

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