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ERIC Number: EJ576552
Record Type: Journal
Publication Date: 1998
Pages: N/A
Abstractor: N/A
ISBN: N/A
ISSN: ISSN-0027-3171
EISSN: N/A
A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.
Molenaar, Peter C. M.; Nesselroade, John R.
Multivariate Behavioral Research, v33 n3 p313-42 1998
Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square statistics that appear consistent. (SLD)
Descriptors: Chi Square, Comparative Analysis, Error of Measurement, Estimation (Mathematics), Factor Analysis, Maximum Likelihood Statistics, Monte Carlo Methods, Simulation
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A