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Maximum Likelihood Estimation and Factor Analysis

Published online by Cambridge University Press:  01 January 2025

Gale Young
Gale Young*
Affiliation:
Olivet College
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Abstract

Fisher's method of maximum likelihood is applied to the problem of estimation in factor analysis, as initiated by Lawley, and found to lead to a generalization of the Eckart matrix approximation problem. The solution of this in a special case is applied to show how test fallability enters into factor determination, it being noted that the method of communalities underestimates the number of factors.

Information

Type
Original Paper
Information
Psychometrika , Volume 6 , Issue 1 , February 1941 , pp. 49 - 53
Copyright
Copyright © 1941 Psychometric Society

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Footnotes

*

Dr. George Brown of Princeton University has independently made the same suggestion in some unpublished work.

*

In particular, if tbe tests have equal reliabilities, factoring the correlation matrix with unity in the diagonals is indicated.

References

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Lawley, D. N. The estimation of factor loadings by the method of maximum likelihood. Proc. Roy. Soc. of Edinburgh, 1939, 60, Part 1, No. 6.Google Scholar
Young, Gal. Factor analysis and the index of clustering. Psychometrika, 1939, 4, 201–208.CrossRefGoogle Scholar