Dynamical system approach to factor analysis parameter estimation

Trendafilov, Nickolay T. (2003). Dynamical system approach to factor analysis parameter estimation. British Journal of Mathematical and Statistical Psychology, 56(1) pp. 27–46.

DOI: https://doi.org/10.1348/000711003321645322


A new unified approach to solving and studying the factor analysis parameter estimation problem is proposed. The maximum likelihood and least squares formulations of factor analysis are considered. The approach leads to globally convergent procedures for simultaneous estimation of the factor analysis parameters. The method presented necessarily leads to proper factor analysis estimations.

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