Single-Factor Analysis by Minimum Message Length Estimation
基于最小消息长度估计的单因子分析
SUMMARY The minimum message length (MML) technique is applied to the problem of estimating the parameters of a multivariate Gaussian model in which the correlation structure is modelled by a single common factor. Implicit estimator equations are derived and compared with those obtained from a maximum likelihood (ML) analysis. Unlike ML, the MML estimators remain consistent when used to estimate both the factor loadings and the factor scores. Tests on simulated data show the…