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

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Show simple item record

dc.contributor.author Geweke, John en_US
dc.contributor.author Singleton, K. en_US
dc.contributor.editor en_US
dc.date.accessioned 2011-02-07T06:17:46Z
dc.date.available 2011-02-07T06:17:46Z
dc.date.issued 1980 en_US
dc.identifier 2008008405 en_US
dc.identifier.citation Geweke John and Singleton K. 1980, 'Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small', American Statistical Association, vol. 75, no. 369, pp. 133-137. en_US
dc.identifier.issn 0162-1459 en_US
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. en_US
dc.language en_US
dc.publisher American Statistical Association en_US
dc.relation.isbasedon http://dx.doi.org/10.2307/2287400 en_US
dc.title Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small en_US
dc.parent Journal of the American Statistical Association en_US
dc.journal.volume 75 en_US
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 en_US
dc.personcode 101228 en_US
dc.personcode 0000053819 en_US
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


Files in this item

This item appears in the following Collection(s)

Show simple item record