Maximum likelihood solution to factor analysis when some factors are completely specified
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In the factor-analytic model, let some of the factors be known (i.e., the factor loadings are given in advance; they maye.g. be obtained from some previous analyses). However, their covariance matrix may, or may not, be known. The remaining factors (if any) are assumed to be uncorrelated among themselves and to the first set. For this model, the maximum likelihood equations are obtained and an iterative method for the solution is proposed.
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