Identification of inconsistent variates in factor analysis View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1994-03

AUTHORS

Yutaka Kano, Masamori Ihara

ABSTRACT

When some of observed variates do not conform to the model under consideration, they will have a serious effect on the results of statistical analysis. In factor analysis the model with inconsistent variates may result in improper solutions. In this article a useful method for identifying a variate as inconsistent is proposed in factor analysis. The procedure is based on the likelihood principle. Several statistical properties such as the effect of misspecified hypotheses, the problem of multiple comparisons, and robustness to violation of distributional assumptions are investigated. The procedure is illustrated by some examples. More... »

PAGES

5-20

References to SciGraph publications

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  • 1985-06. Nonconvergence, improper solutions, and starting values in lisrel maximum likelihood estimation in PSYCHOMETRIKA
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    http://scigraph.springernature.com/pub.10.1007/bf02294262

    DOI

    http://dx.doi.org/10.1007/bf02294262

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