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15.—The Inversion of an Augmented Information Matrix occurring in Factor Analysis*

Published online by Cambridge University Press:  14 February 2012

D. N. Lawley
D. N. Lawley
Affiliation:
Department of Statistics, University of Edinburgh
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Synopsis

In a certain factor analysis model sampling formulae for maximum likelihood estimators of the parameters are found by inverting an augmented information matrix. The formulae were derived previously by other methods; but the techniques here employed may be of some general interest and applicable to other problems.

Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 75 , Issue 2 , 1976 , pp. 171 - 178
Copyright
Copyright © Royal Society of Edinburgh 1976

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References

REFERENCES

1Jennrich, R. I.. Simplified formulas for standard errors in maximum likelihood factor analysis. British J. Math. Statist. Psychology 27 (1973), 122–131.CrossRefGoogle Scholar
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3Lawley, D. N.. Some new results in maximum likelihood factor analysis. Proc. Roy. Soc. Edinburgh Sect. A 67 (1967), 256–264.Google Scholar
4Lawley, D. N. and Maxwell, A. E.. Factor Analysis as a Statistical Method 2nd edn (London: Butterworths, 1971).Google Scholar
5Lord, F. M. and Wingersky, M. S.. Efficiency of estimation when there is only one common factor. British J. Math. Statist. Psychology 24 (1971), 169–173.CrossRefGoogle Scholar