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On the Statistical Treatment of Residuals in Factor Analysis

Published online by Cambridge University Press:  01 January 2025

K. G. Jöreskog
K. G. Jöreskog*
Affiliation:
University of Uppsala, Sweden
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Abstract

A method for estimation in factor analysis is presented. The method is based on the assumption that the residual (specific and error) variances are proportional to the reciprocal values of the diagonal elements of the inverted covariance (correlation) matrix. The estimation is performed by a modification of Whittle's least squares technique. The method is independent of the unit of scoring in the tests. Applications are given in the form of nine reanalyses of data of various kinds found in earlier literature.

Type
Original Paper
Information
Psychometrika , Volume 27 , Issue 4 , December 1962 , pp. 335 - 354
Copyright
Copyright © 1962 The Psychometric Society

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Footnotes

*

The writer wishes to thank Prof. H. Wold, Dr. E. Lyttkens, and Dr. P. Whittle for valuable comments and suggestions.

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