Title of article
On Covariance Estimators of Factor Loadings in Factor Analysis
Author/Authors
Hayashi، نويسنده , , Kentaro and Kumar Sen، نويسنده , , Pranab، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1998
Pages
8
From page
38
To page
45
Abstract
We report a matrix expression for the covariance matrix of MLEs of factor loadings in factor analysis. We then derive the analytical formula for covariance matrix of the covariance estimators of MLEs of factor loadings by obtaining the matrix of partial derivatives, which maps the differential of sample covariance matrix (in vector form) into the differential of the covariance estimators.
Keywords
Kronecker product , Maximum likelihood estimator , vec operator , Asymptotic normality
Journal title
Journal of Multivariate Analysis
Serial Year
1998
Journal title
Journal of Multivariate Analysis
Record number
1557512
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