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A New Estimator of the Uniqueness in Factor Analysis

Published online by Cambridge University Press:  01 January 2025

Masamori Ihara  and
Yutaka Kano
Masamori Ihara*
Affiliation:
Osaka University
Yutaka Kano
Affiliation:
Marine Technical College
*
Requests for reprints should be sent to M. Ihara, Osaka Electro-Communication University, 18-8 Hatsumachi, Neyagawa city 572, JAPAN.
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Abstract

A closed form estimator of the uniqueness (unique variance) in factor analysis is proposed. It has analytically desirable properties—consistency, asymptotic normality and scale invariance. The estimation procedure is given through the application to the two sets of Emmett's data and Holzinger and Swineford's data. The new estimator is shown to lead to values rather close to the maximum likelihood estimator.

Keywords

asymptotic normalityconsistencyfactor analysismaximum likelihood estimatorscale invarianceuniqueness
Type
Original Paper
Information
Psychometrika , Volume 51 , Issue 4 , December 1986 , pp. 563 - 566
Copyright
Copyright © 1986 The Psychometric Society

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Footnotes

The authors are indebted to Professor Masashi Okamoto of Osaka University, the Editor and the referees for careful reading of earlier drafts of this manuscript and helpful comments and corrections.

References

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