Accession Number:

AD0724327

Title:

Efficiency of Estimation when there is only One Common Factor.

Descriptive Note:

Technical rept.,

Corporate Author:

EDUCATIONAL TESTING SERVICE PRINCETON N J

Report Date:

1971-03-01

Pagination or Media Count:

13.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE