Standard errors for procrustes solutions |
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| Authors: | Haruhiko Ogasawara |
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| Institution: | Department of Information and Management Science, Otaru University of Commerce, 3-5-21, Midori, Otaru 047-8501, Japan |
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| Abstract: | The asymptotic standard errors for the procrustes solutions are derived for orthogonal rotation, direct oblique rotation and indirect oblique rotation. The standard errors for the first two rotations are obtained using the augmented information matrices. For the indirect oblique solution, the standard errors of rotated parameters are derived from the information matrix of unrotated loadings using the chain rule for information matrices. For all three types of rotation, the standard errors of rotated parameters are presented for unstandardized and standardized manifest variables. Numerical examples show the similarity of theoretical and simulated values. |
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| Keywords: | procrustes target standard errors augmented information matrix factor rotation |
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