On identification of multi‐factor models with correlated residuals

We specify some conditions for the identification of a multi‐factor model with correlated residuals, uncorrelated factors and zero restrictions in the factor loadings. These conditions are derived from the results of Stanghellini (1997) and Vicard (2000) which deal with single‐factor models with zer...

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Veröffentlicht in:	Biometrika 2004-03, Vol.91 (1), p.141-151
Hauptverfasser:	Grzebyk, Michel, Wild, Pascal, Chouanière, Dominique
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications Biology, psychology, social sciences Children Complementary graph Connectivity Covariance Covariance graph Covariance matrices Exact sciences and technology Graphs Identification Induced substructures Line graphs Mathematics Multivariate analysis Necessary conditions Odd cycle Parametric models Probability and statistics Sciences and techniques of general use Statistics Structural constraint Sufficient conditions Variables Vertices
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