Asymptotic efficiency of the pseudo-maximum likelihood estimator in multi-group factor models with pooled data.

Abstract

A multi-group factor model is suitable for data originating from different strata. However, it often requires a relatively large sample size to avoid numerical issues such as non-convergence and non-positive definite covariance matrices. An alternative is to pool data from different groups in which a single-group factor model is fitted to the pooled data… (More)
DOI: 10.1111/bmsp.12056

Cite this paper

@article{Jin2015AsymptoticEO, title={Asymptotic efficiency of the pseudo-maximum likelihood estimator in multi-group factor models with pooled data.}, author={Shaobo Jin and Fan Yang-Wallentin and Anders Christoffersson}, journal={The British journal of mathematical and statistical psychology}, year={2015} }