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The Sensitivity of Confirmatory Maximum Likelihood Factor Analysis to Violations of Measurement Scale and Distributional Assumptions
Emin Babakus, Carl E. Ferguson, Jr. and Karl G. Jöreskog
Journal of Marketing Research
Vol. 24, No. 2 (May, 1987), pp. 222-228
Published by: American Marketing Association
Stable URL: http://www.jstor.org/stable/3151512
Page Count: 7
You can always find the topics here!Topics: Correlations, Maximum likelihood estimation, Statistical estimation, Factor analysis, Standard error, Estimate reliability, Statistical models, Sample size, Marketing, Skewed distribution
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A large-scale simulation design was used to study the sensitivity of maximum likelihood (ML) factor analysis to violations of measurement scale and distributional assumptions in the input data. Product-moment, polychoric, Spearman's rho, and Kendall's tau-b correlations computed from ordinal data were used to estimate a single-factor model. The resulting ML estimates were compared on the bases of convergence rates and improper solutions, accuracy of the loading estimates, fit statistics, and estimated standard errors. The LISREL maximum likelihood solution algorithm was used to estimate model parameters. The polychoric correlation procedure was found to provide the most accurate estimates of pairwise correlations and factor loadings but performed worst on all goodness-of-fit criteria. LISREL overestimated all standard errors, thus not reflecting the effects of standardization as previously assumed. When the data were categorized, the polychoric correlations led to the best estimates of the standard errors.
Journal of Marketing Research © 1987 American Marketing Association