{"created":"2023-05-15T15:28:52.305521+00:00","id":1025,"links":{},"metadata":{"_buckets":{"deposit":"8e1125e8-cdda-4247-8aad-6ec4293a0314"},"_deposit":{"created_by":3,"id":"1025","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"1025"},"status":"published"},"_oai":{"id":"oai:barrel.repo.nii.ac.jp:00001025","sets":["1:29"]},"author_link":["2319","32765"],"item_1_biblio_info_5":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"28","bibliographicPageStart":"9","bibliographicVolumeNumber":"32","bibliographic_titles":[{"bibliographic_title":"Behaviormetrika"}]}]},"item_1_description_18":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Formulas for the asymptotic biases of the estimators of the normal theory standard errors in factor analysis are given with and without the assumption of multivariate normality for observed variables. The biases are derived from the asymptotic variances of standard error estimators and the asymptotic biases of the estimated variances of parameter estimators. The latter biases are derived from the asymptotic variances/covariances and asymptotic biases of the parameter estimators. The formulas cover the cases for unstandardized and standardized variables. Numerical examples using factor analysis models show the accuracy of the formulas. The biases of standard error estimators are theoretically and empirically shown to be of the same order as that of the differences between the asymptotic standard errors neglecting higher-order terms and those considering them.","subitem_description_type":"Abstract"}]},"item_1_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"32765","nameIdentifierScheme":"WEKO"}],"names":[{"name":"小笠原, 春彦"}]}]},"item_1_publisher_6":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"The Behaviormetric Society of Japan"}]},"item_1_relation_8":{"attribute_name":"DOI","attribute_value_mlt":[{"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"info:doi/10.2333/bhmk.32.9","subitem_relation_type_select":"DOI"}}]},"item_1_rights_12":{"attribute_name":"権利表記","attribute_value_mlt":[{"subitem_rights":"ファイルの原本はJSTで公開されているものである。"}]},"item_1_rights_13":{"attribute_name":"出版社版URI","attribute_value_mlt":[{"subitem_rights":"http://joi.jlc.jst.go.jp/JST.JSTAGE/bhmk/32.9"}]},"item_1_source_id_11":{"attribute_name":"書誌ID（NCID）","attribute_value_mlt":[{"subitem_source_identifier":"AA12022276","subitem_source_identifier_type":"NCID"}]},"item_1_source_id_7":{"attribute_name":"ISSN / EISSN","attribute_value_mlt":[{"subitem_source_identifier":"1349-6964","subitem_source_identifier_type":"ISSN"}]},"item_1_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"417","subitem_subject_scheme":"NDC"}]},"item_1_subject_17":{"attribute_name":"NIIサブジェクト","attribute_value_mlt":[{"subitem_subject":"数学","subitem_subject_scheme":"Other"}]},"item_1_version_type_15":{"attribute_name":"テキストバージョン","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ogasawara, Haruhiko"}],"nameIdentifiers":[{"nameIdentifier":"2319","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-01-23"}],"displaytype":"detail","filename":"BHMK32_9.pdf","filesize":[{"value":"223.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"BHMK32_9.pdf","url":"https://barrel.repo.nii.ac.jp/record/1025/files/BHMK32_9.pdf"},"version_id":"01711b68-f428-4e61-a026-64ddc0054a29"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Asymptotic biases","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate normal distribution","subitem_subject_scheme":"Other"},{"subitem_subject":"nonnormal distributions","subitem_subject_scheme":"Other"},{"subitem_subject":"asymptotic standard errors","subitem_subject_scheme":"Other"},{"subitem_subject":"asymptotic robustness","subitem_subject_scheme":"Other"},{"subitem_subject":"varimax rotation","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Bias reduction of estimated standard errors in factor analysis.","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Bias reduction of estimated standard errors in factor analysis."}]},"item_type_id":"1","owner":"3","path":["4","29"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-11-05"},"publish_date":"2008-11-05","publish_status":"0","recid":"1025","relation_version_is_last":true,"title":["Bias reduction of estimated standard errors in factor analysis."],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-07-20T07:46:55.435424+00:00"}