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Zhang, Guangjian; Browne, Michael W. – Multivariate Behavioral Research, 2010
Dynamic factor analysis summarizes changes in scores on a battery of manifest variables over repeated measurements in terms of a time series in a substantially smaller number of latent factors. Algebraic formulae for standard errors of parameter estimates are more difficult to obtain than in the usual intersubject factor analysis because of the…
Descriptors: Statistical Inference, Error of Measurement, Factor Analysis, Simulation