Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
권호 표지

On the Implementation of Maximum-likelihood Factor Analysis

  • Song, Moon-Sup (Department of Computer Science & Statistics, Seoul National University) ;
  • Park, Chi-Hoon (Department of Computer Science & Statistics, Seoul National University)
  • Published : 1980.06.01
Download PDF
⟨ Previous Next ⟩

Abstract

The statistical theory of factor analysis is briefly reviewed with emphasis on the maximum-likelihood method. A modified version of Joreskog(1975) is used for the implementation of the maximum-likelihood method. For the minimization of the conditional minimum function, an adaptive Newton-Raphson method is applied.

Keywords

References

  1. Comput. J. v.2 A rapidly convergent descent method for minimization Fletcher,R.;Powell,M.J.D.
  2. Modern Factor Analysis(3rd edition revised) Harman,H.H.
  3. Brit. J. Statist. Psychol. v.17 PROMAX: a quick method for rotation to oblique simple structure Hendrickson,A.E.;White,P.O.
  4. Statistical Estimation in Factor Analysis Joreskog,K.G.
  5. Statistical Methods for Digital Computers Factor analysis by least-squares and maximum likelihood methods Joreskog,K.G.;K.Enslein(ed.);A.Ralston(ed.);H.S.Wilf(ed.)
  6. Rsychometrika v.37 Factor analysis by generalized least squares Joreskog,K.G.;Goldberger,A.S.
  7. Brit. J. Math. Statist. Psychol. v.21 New methods in maximum likelihood factor analysis Joreskog,K.G.;Lawley,D.N.
  8. Psychometrika v.23 The varimax criterion for analytic rotation in factor analysis Kaiser,H.F.
  9. Educational and Psychological Measurement v.19 Computer program for varimax rotation in factor analysis Kaiser,H.F.
  10. Factor Analysis as a Statistical Method(2nd edition) Lawley,D.N.;Maxwell,A.E.
  11. Psychometrika v.40 Solving implicit equations in psychometric data analysis Ramsay,J.O.
  12. J. Amer. Statist. Assoc. v.72 A comparative study of several robust estimates of slope, intercept, and scale in linear regression Ramsay,J.O.
  13. Psychometrika v.5 Experimental study of simple structure Thurstone,L.L.
  14. Psychometrika v.38 A reliability coefficient for maximum likelihood factor analysis Tucker,L.R.;Lewis,C.