Test for Generalized Variance in Factor Analysis Model

Abstract

We derive a likelihood ratio test for generalized variance a in factor analysis model. The asymptotic distribution of the test statistic follows chi-square distribution with one degree of freedom from a general theory of likelihood ratio test.

Keywords:

• Factor analysis
• Generalized variance
• Likelihood ratio test

Mathematics Subject Classification:

• 62H15

Acknowledgment

The author thanks the referee for a very careful reading of this manuscript and for suggesting several important points that improved the quality of this manuscript and broadened its content.