Analysis of correlation matrices using covariance structure models.
作者： Robert Cudeck
DOI: 10.1037/0033-2909.105.2.317
关键词: Covariance matrix 、 Matérn covariance function 、 Law of total covariance 、 Statistics 、 Rational quadratic covariance function 、 Applied mathematics 、 Canonical correlation 、 Covariance 、 Mathematics 、 Covariance function 、 Estimation of covariance matrices
摘要: … structural model for a covariance or correlation matrix is a matrix… A correlation structure further requires that diag [P(γ)] = I. … a model such that any rescaling of the covariance matrix yields …
statpower.net 参考文章(48)
James H. Steiger, Statistically based tests for the number of common factors Paper presented at the annual meeting of the Psychometric Society, Iowa City, IA, May 1980. ,(1980)
Jae-On Kim, G. Donald Ferree, Standardization in Causal Analysis Sociological Methods & Research. ,vol. 10, pp. 187- 210 ,(1981) , 10.1177/004912418101000203
Herman O. A. Wold, K. G. Jöreskog, Systems under indirect observation : causality, structure, prediction North-Holland , Sole distributors for the U.S.A. and Canada, Elsevier Science Publishers. ,(1982)
Gideon Keren, Statistical and methodological issues in psychology and social sciences research L. Erlbaum Associates. ,(1982)
P.M. Bentler, Simultaneous equation systems as moment structure models: With an introduction to latent variable models Journal of Econometrics. ,vol. 22, pp. 13- 42 ,(1983) , 10.1016/0304-4076(83)90092-1
W.G. Howe, SOME CONTRIBUTIONS TO FACTOR ANALYSIS ,(1955) , 10.2172/4372110
P. M. Bentler, Sik-Yum Lee, Covariance Structures Under Polynomial Constraints: Applications to Correlation and Alpha-Type Structural Models Journal of Educational and Behavioral Statistics. ,vol. 8, pp. 207- 222 ,(1983) , 10.3102/10769986008003207
HERBERT W. MARSH, DENNIS HOCEVAR, Confirmatory Factor Analysis of Multitrait Multimethod Matrices. Journal of Educational Measurement. ,vol. 20, pp. 231- 248 ,(1983) , 10.1111/J.1745-3984.1983.TB00202.X
M.W. Browne, R. Cudeck, Single Sample Cross-Validation Indices for Covariance Structures. Multivariate Behavioral Research. ,vol. 24, pp. 445- 455 ,(1989) , 10.1207/S15327906MBR2404_4
William R. Krane, Roderick P. McDonald, Scale invariance and the factor analysis of correlation matrices British Journal of Mathematical and Statistical Psychology. ,vol. 31, pp. 218- 228 ,(1978) , 10.1111/J.2044-8317.1978.TB00586.X