We develop a "latent variable forest" (LV Forest) algorithm for the estimation of latent variable scores with one or more latent variables. LV Forest estimates unbiased latent variable scores based on "confirmatory factor analysis" (CFA) models with ordinal and/or numerical response variables. Through parametric model…

In FACTALS, an alternating least squares algorithm is used to fit the common factor analysis model to multivariate data. A. Mooijaart (1984) demonstrated that the algorithm is based on an erroneous assumption. This paper gives a proper solution for the loss function used in FACTALS. (Author/TJH)

The DEDICOM (decomposition into directional components) model provides a framework for analyzing square but asymmetric matrices of directional relationships among "n" objects or persons in terms of a small number of components. One version of DEDICOM ignores the diagonal entries of the matrices. A straightforward computational solution…

The practicality of using the EM algorithm for maximum likelihood estimation of item parameters in the marginal distribution is presented. The EM procedure is shown to apply to general item-response models. (Author/JKS)

Issues related to the decision of the number of factors to retain in factor analyses are identified. Three widely used decision rules--the Kaiser-Guttman (eigenvalue greater than one), scree, and likelihood ratio tests--are investigated using simulated data. Recommendations for use are made. (Author/JKS)

The performance of four rules for determining the number of components (factors) to retain (Kaiser's eigenvalue greater than one, Cattell's scree, Bartlett's test, and Velicer's Map) was investigated across four systematically varied factors (sample size, number of variables, number of components, and component saturation). (Author/JKS)

Procrustes rotation involves fitting a factor pattern matrix to a specified target matrix in factor analysis. These rotations are useful for the investigator who wishes to see how well his data can be made to fit a hypothesized factor pattern matrix. The mathematical problems involved in these transformations are outlined and computer algorithms…

A method is proposed for constructing a population covariance matrix as the sum of a particular model plus a nonstochastic residual matrix, with the stipulation that the model holds with a prespecified lack of fit. The procedure is considered promising for Monte Carlo studies. (SLD)