Please use this identifier to cite or link to this item:
https://doi.org/10.1093/biomet/90.1.85
| Title: | Heteroscedastic factor analysis | Authors: | Lewin-Koh, S.-C. Amemiya, Y. |
Keywords: | Distribution-free method Factor score estimation Simulation |
Issue Date: | Mar-2003 | Citation: | Lewin-Koh, S.-C., Amemiya, Y. (2003-03). Heteroscedastic factor analysis. Biometrika 90 (1) : 85-97. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/90.1.85 | Abstract: | Two moment-based model-fitting procedures for the heteroscedastic factor analysis model are introduced and compared. The procedures produce consistent parameter estimators and asymptotically valid inferences for heteroscedasticity without specifying the distributional forms for the factor and heteroscedastic errors. Also, an individual-specific inference procedure for the factor score is developed. Simulation studies show the practical usefulness of the procedures. An example from a morphological measurement study is described. | Source Title: | Biometrika | URI: | http://scholarbank.nus.edu.sg/handle/10635/105168 | ISSN: | 00063444 | DOI: | 10.1093/biomet/90.1.85 |
| Appears in Collections: | Staff Publications |
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