Robust estimation of constrained covariance matrices for confirmatory factor analysis

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Partial Estimation of Covariance Matrices

A classical approach to accurately estimating the covariance matrix Σ of a p-variate normal distribution is to draw a sample of size n > p and form a sample covariance matrix. However, many modern applications operate with much smaller sample sizes, thus calling for estimation guarantees in the regime n p. We show that a sample of size n = O(m log p) is sufficient to accurately estimate in oper...

متن کامل

Estimation of Large Covariance Matrices

This paper considers estimating a covariance matrix of p variables from n observations by either banding or tapering the sample covariance matrix, or estimating a banded version of the inverse of the covariance. We show that these estimates are consistent in the operator norm as long as (logp)/n→ 0, and obtain explicit rates. The results are uniform over some fairly natural well-conditioned fam...

متن کامل

Simple robust method for quasi-confirmatory factor analysis (three examples).

In this article we present a simple robust method named Quasi-Confirmatory Factor Analysis (QCFA), with the purpose of comparing two factor structures, obtained by using exploratory factor analysis (EFA). EFA and CFA (confirmatory factor analysis) approaches, together with other methods that are used in this field, are often used simultaneously in cross-cultural research in testing the possibil...

متن کامل

Estimation methods for multivariate Tobit confirmatory factor analysis

We propose two methods for estimating multivariate Tobit Confirmatory Factor Analysis (TCFA) with covariates, one from Bayesian and another from likelihood based perspectives. TCFA is particularly useful in analysis of multivariate data with censored information. In contrast with previous developments that utilize Monte Carlo simulations for maximum likelihood estimation, an exact EM-type algor...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2010

ISSN: 0167-9473

DOI: 10.1016/j.csda.2009.08.014