Maximum likelihood estimation of factor analysis models - part 1 @SpartacanUsuals
Maximum likelihood estimation of factor analysis models - part 1 @SpartacanUsuals
Uploaded February 2014 | Updated September 2026, 2 hours ago
This video provides an introduction to maximum likelihood estimation of factor analysis (and sem) models, by minimising a fitting function which is intimately related to the log likelihood. Check out ben-lambert.com/econometrics-course-problem-sets-and-data for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.com/bayesian Accompanying this series, there will be a book: amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti
Maximum likelihood estimation of factor analysis models - part 1Causality - an introductionIntroducing Bayes factors and marginal likelihoodsWald Test - introductionEstimating the posterior predictive distribution by samplingFactor Analysis - model representationLikelihood ratio test - introductionAn introduction to the Random Walk Metropolis algorithmAn introduction to continuous conditional probability distributionsAn introduction to mutual informationAn introduction to importance samplingFactor analysis: predicted variance and covariance of indicators - part 2
Ben Lambert |

Maximum likelihood estimation of factor analysis models - part 1

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