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Properties of the Maximum Likelihood Solution in Factor Analysis Regression

Published online by Cambridge University Press:  01 January 2025

Michael W. Browne
Michael W. Browne*
Affiliation:
University of South Africa
*
Requests for reprints should be sent to M. W. Browne, Department of Statistics, University of South Africa, PO Box 392, Pretoria, 0001 SOUTH AFRICA.
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Abstract

Algebraic properties of the normal theory maximum likelihood solution in factor analysis regression are investigated. Two commonly employed measures of the within sample predictive accuracy of the factor analysis regression function are considered: the variance of the regression residuals and the squared correlation coefficient between the criterion variable and the regression function. It is shown that this within sample residual variance and within sample squared correlation may be obtained directly from the factor loading and unique variance estimates, without use of the original observations or the sample covariance matrix.

Keywords

factor analysismultiple linear regressionmaximum likelihood

Information

Type
Notes And Comments
Information
Psychometrika , Volume 53 , Issue 4 , December 1988, pp. 585 - 589
Copyright
Copyright © 1988 The Psychometric Society

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