Model implied variance-covariance matrix of indicators (matrix form)

Uploaded February 2014 | Updated September 2026, 1 hour ago

This video provides a derivation of the model-implied variance-covariance matrix of indicator variables, when the matrix notation form for factor analysis models is used. 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

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