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Correlations among maximum likelihood and weighted / unweighted least squares estimators in factor analysis. Ogasawara, Haruhiko ファイルの原本はJSTで公開されているものである。 http://joi.jlc.jst.go.jp/JST.JSTAGE/bhmk/30.63 417 数学 asymptotic correlations efficiency maximum likelihood estimation least squares estimation restrictions factor analysis structural equation modeling The asymptotic correlations among maximum likelihood (ML) and various least squares (LS) estimators in factor analysis are derived. The LS estimators include the unweighted (ULS) and weighted estimators for unstandardized variables and the ULS estimators for standardized variables. The derived formulas cover the cases with restrictions on parameters. Numerical examples with simulations are provided to confirm the accuracy of the formulas and the influence of scales on the asymptotic correlations. The Behaviormetric Society of Japan 2003 eng journal article VoR http://hdl.handle.net/10252/1268 https://barrel.repo.nii.ac.jp/records/1073 info:doi/10.2333/bhmk.30.63 AA12022276 1349-6964 Behaviormetrika 30 1 63 86 https://barrel.repo.nii.ac.jp/record/1073/files/BHMK30_63.pdf application/pdf 1.5 MB 2016-01-23