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Application of the EM MethodA Study of Maximum Likelihood Estimation of Multiple Indicator and Factor Analysis ModelsNational Institute of Mental Health
National Institutes of Health The EM (Estimation-Maximization) algorithm is exploited to provide maximum likelihood estimates of the parameters of multiple indicator/factor analysis models. This method reduces considerably the storage and computational burden of such estimation. A computer program in BASIC language that performs the computations is listed in an appendix. The specification of correlated errors is also provided for in this application of the method.
Sociological Methods & Research, Vol. 13, No. 1,
127-150 (1984) |
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