Approximate inference for the factor loading of a simple factor analysis model

A. C.M. Wong, J. Wu

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


We study a factor analysis model with two normally distributed observations and one factor. Two approximate conditional inference procedures for the factor loading are developed. The first proposal is a very simple procedure but it is not very accurate. The second proposal gives extremely accurate results even for very small sample size. Moreover, the calculations require only the signed log-likelihood ratio statistic and a measure of the standardized maximum likelihood departure. Simulations are used to study the accuracy of the proposed procedures.

Original languageEnglish
Pages (from-to)407-414
Number of pages8
JournalScandinavian Journal of Statistics
Issue number2
StatePublished - Jun 2001


  • Canonical parameter
  • Factor analysis model
  • Signed log likelihood ratio statistic
  • Standardized maximum likelihood departure

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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