Concise formulas for the standard errors of component loading estimates

被引:13
|
作者
Ogasawara, H [1 ]
机构
[1] Otaru Univ, Dept Informat & Management Sci, Otaru, Hokkaido 0478501, Japan
关键词
asymptotic standard errors; principal component analysis; component loadings; rotation; information matrix; least squares;
D O I
10.1007/BF02294847
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Concise formulas for the asymptotic standard errors of component loading estimates were derived. The formulas cover the cases of principal component analysis for unstandardized and standardized variables with orthogonal and oblique rotations. The formulas can be used under any distributions for observed variables as long as the asymptotic covariance matrix for sample covariances/correlations is available. The estimated standard errors in numerical examples were shown to be equivalent to those by the methods using information matrices.
引用
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页码:289 / 297
页数:9
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