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2 results

  • On Bayesian Estimation in Unrestricted Factor Analysis

  • Raymond F. Koopman
  • Journal:
    Psychometrika / Volume 43 / Issue 1 / March 1978
    Published online by Cambridge University Press:
    01 January 2025, pp. 109-110

  • It is shown that the common and unique variance estimates produced by Martin & McDonald’s Bayesian estimation procedure for the unrestricted common factor model have a predictable sum which is always greater than the maximum likelihood estimate of the total variance. This fact is used to justify a suggested simple alternative method of specifying the Bayesian parameters required by the procedure.

  • Approximate Uniqueness Estimates for Singular Correlation Matrices

  • C. T. Finkbeiner, L. R. Tucker
  • Journal:
    Psychometrika / Volume 47 / Issue 4 / December 1982
    Published online by Cambridge University Press:
    01 January 2025, pp. 517-521

  • The residual variance (one minus the squared multiple correlation) is often used as an approximation to the uniqueness in factor analysis. An upper bound approximation to the residual variance is given for the case when the correlation matrix is singular. The approximation is computationally simpler than the exact solution, especially since it can be applied routinely without prior knowledge as to the singularity or nonsingularity of the correlation matrix.