{"created":"2023-05-15T15:28:55.131653+00:00","id":1089,"links":{},"metadata":{"_buckets":{"deposit":"0690c01c-3031-4f06-ba92-a78a12d29564"},"_deposit":{"created_by":3,"id":"1089","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"1089"},"status":"published"},"_oai":{"id":"oai:barrel.repo.nii.ac.jp:00001089","sets":["1:29"]},"author_link":["2462","32769"],"item_1_biblio_info_5":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2000","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"123","bibliographicPageStart":"105","bibliographicVolumeNumber":"27","bibliographic_titles":[{"bibliographic_title":"Behaviormetrika"}]}]},"item_1_description_18":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"The asymptotic correlations between differently rotated solutions in exploratory factor analysis are derived. The solutions are orthogonally or obliquely rotated for unstandardized or standardized manifest variables. To obtain the asymptotic correlations between different solutions, the covariance models for manifest variables have been constructed so that two sets of solutions are involved in a single covariance structure. The asymptotic correlations can be used for the statistical test of the differences of rotated solutions. The correlation matrix between the rotated factors of the first solution and those of the second is also introduced in the models with appropriate restrictions to identify the models. The asymptotic standard errors of the estimates of the correlations between the factors in different solutions are simultaneously provided. A numerical example is presented with simulated values.","subitem_description_type":"Abstract"}]},"item_1_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"32769","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.27.105","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_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":"2462","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":"BHMK27_105.pdf","filesize":[{"value":"825.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"BHMK27_105.pdf","url":"https://barrel.repo.nii.ac.jp/record/1089/files/BHMK27_105.pdf"},"version_id":"d9860e77-3c16-4006-a1b1-00252dab99eb"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"factor rotation","subitem_subject_scheme":"Other"},{"subitem_subject":"asymptotic correlations","subitem_subject_scheme":"Other"},{"subitem_subject":"standard errors","subitem_subject_scheme":"Other"},{"subitem_subject":"information matrix","subitem_subject_scheme":"Other"},{"subitem_subject":"Kaiser's normalization","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":"Asymptotic correlations between rotated solutions in factor analysis.","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Asymptotic correlations between rotated solutions in factor analysis."}]},"item_type_id":"1","owner":"3","path":["4","29"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-11-11"},"publish_date":"2008-11-11","publish_status":"0","recid":"1089","relation_version_is_last":true,"title":["Asymptotic correlations between rotated solutions in factor analysis."],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-07-20T07:46:49.677660+00:00"}