MAXIMUM-LIKELIHOOD SOLUTION IN INTER-BATTERY FACTOR-ANALYSIS

被引:64
作者
BROWNE, MW
机构
[1] Department of Statistics and O.R., University of South Africa, Pretoria, 0001
关键词
D O I
10.1111/j.2044-8317.1979.tb00753.x
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Maximum‐likelihood estimates in closed form are derived for Tucker's (1958) inter‐battery factor analysis model. The estimates of inter‐battery factor loadings may be computed by rescaling correlation coefficients between the original variables and the canonical variables obtained in canonical correlation analysis. It is shown that the likelihood ratio test for the number of inter‐battery factors is identical to Bartlett's (1938) test for the number of non‐zero canonical correlations. An alternative approach analogous to the maximum determinant approach of Howe (1955) and Bargmann (1957) is seen to yield the same solution as that obtained by maximum likelihood. The question of rotation of factors is discussed and an example is given. 1979 The British Psychological Society
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页码:75 / 86
页数:12
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