ERIC Number: ED053169
Record Type: RIE
Publication Date: 1971-May
Reference Count: 0
Factor Analysis by Generalized Least Squares.
Joreskog, Karl G.; Goldberger, Arthur S.
Aitkin's generalized least squares (GLS) principle, with the inverse of the observed variance-covariance matrix as a weight matrix, is applied to estimate the factor analysis model in the exploratory (unrestricted) case. It is shown that the GLS estimates are scale free and asymptotically efficient. The estimates are computed by a rapidly converging Newton-Raphson procedure. A new technique is used to deal with Heywood cases effectively. (Author)
Publication Type: N/A
Education Level: N/A
Authoring Institution: Educational Testing Service, Princeton, NJ.