Efficiency of Estimation when there is only One Common Factor.
EDUCATIONAL TESTING SERVICE PRINCETON N J
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Explicit formulas are derived for the asymptotic sampling variances and covariances of the maximum likelihood estimators for factor-analysis parameters in the special case where there is just one common factor. The effect of the number of variables on these variances and covariances is indicated. A formula is given showing to what extent the usual covariance between two of a set of variables can be estimated more efficiently when there is known to be just one common factor. Author
- Statistics and Probability