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Bayesian Estimation in Unrestricted Factor Analysis: A Treatment for Heywood Cases

Published online by Cambridge University Press:  01 January 2025

James K. Martin  and
Roderick P. McDonald
James K. Martin
Affiliation:
Health and Welfare Canada
Roderick P. McDonald
Affiliation:
The Ontario Institute for Studies in Education
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Abstract

A Bayesian procedure is given for estimation in unrestricted common factor analysis. A choice of the form of the prior distribution is justified. It is shown empirically that the procedure achieves its objective of avoiding inadmissible estimates of unique variances, and is reasonably insensitive to certain variations in the shape of the prior distribution.

Type
Original Paper
Information
Psychometrika , Volume 40 , Issue 4 , December 1975 , pp. 505 - 517
Copyright
Copyright © 1975 The Psychometric Society

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