A Bayesian procedure is given for estimation in unrestricted common factor analysis. A choice of the form of the prior distribution is justified. The procedure achieves its objective of avoiding inadmissible estimates of unique variances, and is reasonably insensitive to certain variations in the shape of the prior distribution. (Author/BJG)

This study of maximum likelihood confirmatory factor analysis found effects of practical significance due to sample size, the number of indicators per factor, and the number of factors for Joreskog and Sorbom's (1981) goodness-of-fit index (GFI), GFI adjusted for degrees of freedom, and the root mean square residual. (Author/BW)

This paper reviews recent work in factor analysis of categorical variables. Emphasis is on the generalized least squares solution. A section on maximum likelihood solution focuses on extensions of the classical model, especially the normal case. Many of the recent developments have taken place within this context, and it provides a unified…

When the three-parameter logistic model and item response theory are used to analyze Graduate Management Admission Test (GMAT) data, there are problems with the assumption of unidimensionality. Linear factor analytic models, exploratory factor analysis programs, and the comparison of item parameter estimates for heterogeneous and homogeneous…

This study investigates the extent to which the higher order factors of symbolic and semantic content are differentiated. The main concern is an expository description of the use of confirmatory factor analysis in establishing factorial validity. Reanalyzed data originally collected in 1968 involved a sample of 197 tenth, eleventh and twelfth…