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Factor Analysis by Instrumental Variables Methods

Published online by Cambridge University Press:  01 January 2025

Gösta Hägglund
Gösta Hägglund*
Affiliation:
University of Uppsala
*
Requests for reprints should be sent to Gösta Hägglund, University of Uppsala, Department of Statistics, P. O. Box 513, S-751 20 Uppsata, Sweden.
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Abstract

Three alternative estimation procedures for factor analysis based on the instrumental variables method are presented. These procedures are justified by the method of least squares. Formulas for asymptotic standard errors of factor loadings are derived. The procedures are empirically compared to the method of maximum likelihood. The conclusion, based on the data used in this study, is that two of the procedures seem to work well.

Keywords

factor analysisinstrumental variablesleast squaresreference variables

Information

Type
Original Paper
Information
Psychometrika , Volume 47 , Issue 2 , June 1982 , pp. 209 - 222
Copyright
Copyright © 1982 The Psychometric Society

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Footnotes

Research reported in this article has been supported by the Swedish Research Council in Humanistic and Social Sciences under project Research in Psychometrics, Karl G. Jöreskog project director.

The author wishes to thank Professors Karl G. Jöreskog, Anders Christoffersson and Ejnar Lyttkens, University of Uppsala, for their contributions to this research.

References

Reference Notes

Hägglund, G. Factor analysis by instrumental variables methods: A comparison of three estimation procedures. Research Report 80-2. University of Uppsala, Department of Statistics, 1980.Google Scholar
Hägglund, G. Factor analysis by instrumental variables methods: Least squares justification and standard errors. Research Report 81-1. University of Uppsala, Department of Statistics, 1981.Google Scholar

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