CORRELATIONS AMONG MAXIMUM LIKELIHOOD AND WEIGHTED/UNWEIGHTED LEAST SQUARES ESTIMATORS IN FACTOR ANALYSIS

Haruhiko Ogasawara

doi:10.2333/bhmk.30.63

Behaviormetrika

Online ISSN : 1349-6964
Print ISSN : 0385-7417
ISSN-L : 0385-7417

Articles

CORRELATIONS AMONG MAXIMUM LIKELIHOOD AND WEIGHTED/UNWEIGHTED LEAST SQUARES ESTIMATORS IN FACTOR ANALYSIS

Haruhiko Ogasawara

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Keywords: asymptotic correlations, efficiency, maximum likelihood estimation, least squares estimation, restrictions, factor analysis, structural equation modeling

JOURNAL RESTRICTED ACCESS

2003 Volume 30 Issue 1 Pages 63-86

DOI https://doi.org/10.2333/bhmk.30.63

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Abstract

The asymptotic correlations among maximum likelihood (ML) and various least squares (LS) estimators in factor analysis are derived. The LS estimators include the unweighted (ULS) and weighted estimators for unstandardized variables and the ULS estimators for standardized variables. The derived formulas cover the cases with restrictions on parameters. Numerical examples with simulations are provided to confirm the accuracy of the formulas and the influence of scales on the asymptotic correlations.

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