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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
2Jennrich, R. I. and Thayer, D. T.. A note on Lawley's formulas for standard errors in maximum likelihood factor analysis. Psychometrika 38 (1973), 571–580.CrossRefGoogle Scholar
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