Test for Generalized Variance in Factor Analysis Model

We derive a likelihood ratio test for generalized variance a in factor analysis model. The asymptotic distribution of the test statistic follows chi-square distribution with one degree of freedom from a general theory of likelihood ratio test.

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2006-12, Vol.35 (4), p.969-973
Main Author: Bhandary, Madhusudan
Format: Article
Language:English
Subjects:
Exact sciences and technology
Factor analysis
Generalized variance
Likelihood ratio test
Mathematics
Multivariate analysis
Probability and statistics
Sciences and techniques of general use
Statistics
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Description
Summary:We derive a likelihood ratio test for generalized variance a in factor analysis model. The asymptotic distribution of the test statistic follows chi-square distribution with one degree of freedom from a general theory of likelihood ratio test.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610910600880419