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awarded  Yearling
Jun
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asked How can assumptions on TFR and life expectancy at birth be used in population projection?
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Apr
23
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Apr
22
comment Finding MLE by factor analyzing the correlation matrix
they have mentioned that the MLEs ($\hat{L_z}$) are obtained from the the correlation matrix $R$ by inserting $R$ in place of $[(n-1)/n] \times S$ (where $S$ is the sample covariance matrix) in the likelihood of a multivariate normal where $S_n=[(n-1)/n] \times S$ is replaced by $\hat{LL^T}+\hat{\psi}$. They say it is equivalent to setting $\hat{L_z}=\hat{V}^{-1/2}\hat{L}$.
Apr
21
comment Finding MLE by factor analyzing the correlation matrix
$\hat{V}^{-1/2}$ is the diagonal matrix with the reciprocal of the sample standard deviations (computed with divisor $\sqrt{n}$). So, the standardized variables are $Z=V^{-1/2}(X-\mu)$.
Apr
18
comment Understanding a “computationally convenient uniqueness condition” on loadings in factor analysis
Thanks I have seen some materials about SVD (on how to get it). But it would be great if you could just tell me intuitively what it does. I am actually trying to understand what was meant by 'singular value' here!
Apr
18
comment Understanding a “computationally convenient uniqueness condition” on loadings in factor analysis
No I think they don't. Can you add that too for me? Thank you for your answer.
Apr
18
accepted Understanding a “computationally convenient uniqueness condition” on loadings in factor analysis
Apr
18
comment Finding MLE by factor analyzing the correlation matrix
Actually we want to maximize the likelihood of a multivariate normal distribution where $\Sigma$ has been replaced by $\hat{LL^T}+\hat{\psi}$. Thus the MLE of the loading and specific variance parameters of a factor model are found.
Apr
16
asked Finding MLE by factor analyzing the correlation matrix
Apr
16
asked Understanding a “computationally convenient uniqueness condition” on loadings in factor analysis
Apr
14
awarded  Notable Question
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10
comment Is there any general formulation procedure of probability density functions?
How to find that function? What mathematical methods are used?
Apr
9
asked Is there any general formulation procedure of probability density functions?
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asked Meaning of weights in calculating the Myer's blended index
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asked Problem in understanding an expectation
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asked Some basic questions related to the moments of a probability distribution
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accepted How to calculate probabilities when there is censoring?