Psychometrika (2006) 71(1) 193-199

9Citations

3Readers

If the ratio m/p tends to zero, where m is the number of factors m and p the number of observable variables, then the inverse diagonal element of the inverted observable covariance matrix (σ pjj) -1 tends to the corresponding unique variance ψ jj for almost all of these (Guttman, 1956). If the smallest singular value of the loadings matrix from Common Factor Analysis tends to infinity as p increases, then m/p tends to zero. The same condition is necessary and sufficient for (σ pjj) -1 to tend to ψ jj for all of these. Several related conditions are discussed. © 2006 The Psychometric Society.

CITATION STYLE

APA

Krijnen, W. P. (2006). Convergence of estimates of unique variances in factor analysis, based on the inverse sample covariance matrix. *Psychometrika*, *71*(1), 193–199. https://doi.org/10.1007/s11336-000-1142-9

Mendeley helps you to discover research relevant for your work.

Already have an account? Sign in

Sign up for free