Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small

DSpace/Manakin Repository

Search OPUS


Advanced Search

Browse

My Account

Show simple item record

dc.contributor.author Geweke, J
dc.contributor.author Singleton, K
dc.date.accessioned 2011-02-07T06:17:46Z
dc.date.issued 1980-01
dc.identifier.citation Journal of the American Statistical Association, 1980, 75 (369), pp. 133 - 137
dc.identifier.issn 0162-1459
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/12981
dc.description.abstract Abstract: The use of the likelihood ratio statistic in testing the goodness of fit of the exploratory factor model has no formal justification when, as is often the case in practice, the usual regularity conditions are not met. In a Monte Carlo experiment it is found that the asymptotic theory seems to be appropriate when the regularity conditions obtain and sample size is at least 30. When the regularity conditions are not satisfied, the asymptotic theory seems to be misleading in all sample sizes considered.
dc.format Yes
dc.publisher American Statistical Association
dc.relation.isbasedon 10.2307/2287400
dc.title Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small
dc.type Journal Article
dc.parent Journal of the American Statistical Association
dc.journal.volume 369
dc.journal.volume 75
dc.journal.number 369 en_US
dc.publocation USA en_US
dc.identifier.startpage 133 en_US
dc.identifier.endpage 137 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 010405 Statistical Theory
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Statistical Theory en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Asymptotic distribution; Exploratory factor analysis; Maximum likelihood estimation; Monte Carlo experiments; Finite samples en_US
dc.description.keywords Asymptotic distribution
dc.description.keywords Exploratory factor analysis
dc.description.keywords Maximum likelihood estimation
dc.description.keywords Monte Carlo experiments
dc.description.keywords Finite samples
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


Files in this item

This item appears in the following Collection(s)

Show simple item record