Electronic Resource
Springer
Psychometrika
47 (1982), S. 243-264
ISSN:
1860-0980
Keywords:
reliability
;
reduced rank
;
sample estimates
Source:
Springer Online Journal Archives 1860-2000
Topics:
Psychology
Notes:
Abstract In the last decade several authors discussed the so-called minimum trace factor analysis (MTFA), which provides the greatest lower bound (g.l.b.) to reliability. However, the MTFA fails to be scale free. In this paper we propose to solve the scale problem by maximization of the g.l.b. as the function of weights. Closely related to the primal problem of the g.l.b. maximization is the dual problem. We investigate the primal and dual problems utilizing convex analysis techniques. The asymptotic distribution of the maximal g.l.b. is obtained provided the population covariance matrix satisfies sone uniqueness and regularity assumptions. Finally we outline computational algorithms and consider numerical examples.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02294158
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