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Transformation to Achieve a Longitudinally Stationary Factor Pattern Matrix

Published online by Cambridge University Press:  01 January 2025

Stephen L. Bieber and
William Meredith
Stephen L. Bieber*
Affiliation:
Departments of Statistics and Psychology, University of Wyoming, Laramie
William Meredith
Affiliation:
University of California, Berkeley
*
Requests for reprints should he sent to Stephen L. Bieber, Department of Statistics, University of Wyoming, Laramie, WY 82071.
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Abstract

Meredith's method of extracting a factorially invariant solution is adapted to longitudinal settings. An explorational estimation procedure is presented which attempts to identify the longitudinal factor components of an across occasion variance-covariance matrix. This is effected by transforming an initial factor pattern matrix to stationarity. The estimation is performed in two parts, the first employing a stepwise algorithm to ascertain the dimensionality and existence of the longitudinal components and the second being the direct estimation of the existing factor pattern.

Keywords

factor analysis

Information

Type
Original Paper
Information
Psychometrika , Volume 51 , Issue 4 , December 1986, pp. 535 - 547
Copyright
Copyright © 1986 The Psychometric Society

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