Factor analysis by generalized least squares
By: Karl G. Jöreskog and Arthur S. Goldberger
Series: Research bulletin -- RB-71-26; Research bulletin (Educational Testing Service) -- RB-71-26
Publisher: Educational Testing Service
Published: 1971
Place of publication: Princeton, N.J
Language: eng
Number of pages: 28
Subjects: Factor analysis; Mathematical models; Transformations (Mathematics)
Description: 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.
Notes: "May 1971."

"This bulletin is a draft for interoffice circulation ..."

Includes bibliographical references (p. 24-25).