On testing hypotheses regarding a class of covariance structures

Let x be ap-component random variable having a multivariate normal distribution with covariance matrix . In this paper, we consider the problem of testing hypotheses of the formH ₀: =b ₁₁ + +b _{m m} , whereb _i 's are unknown scalars, and _i 's are a set of known and simultaneously diagonalizable matrices. This problem has both psychometric and statistical interest, and its basic theory is developed here. Besides, the problem of obtaining likelihood-ratio statistic for testingH ₀ is studied, and the statistic obtained in a special case.     

Factor analysis by minimizing residuals (minres)

This paper is addressed to the classical problem of estimating factor loadings under the condition that the sum of squares of off-diagonal residuals be minimized. Communalities consistent with this criterion are produced as a by-product. The experimental work included several alternative algorithms before a highly efficient method was developed. The final procedure is illustrated with a numerical example. Some relationships of minres to principal-factor analysis and maximum-likelihood factor estimates are discussed, and several unresolved problems are pointed out.The authors wish to thank the Factor Analysis Work Group (supported, in part, by ONR) for valuable criticisms and suggestions made in the course of a discussion of the present work in April, 1965.     

Job Satisfaction Researches of 1964–65

This annual review of job satisfaction researches is the 23rd in a series and covers reports published in 1964–65 plus earlier studies not previously dealt with in this journal. The format—findings and conclusions, topics investigated, per cent dissatisfied, current emphases, and summaries of studies—has become standard in this series of articles.