A New Estimator of the Uniqueness in Factor Analysis
PsychometrikaPublished 1 December 1986
Masamori Ihara, Yutaka Kano
Citations43
SJR quartileQ1
SJR score1.90
SNIP2.06
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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
MathematicsDecision Sciences
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