caa a22 4500 47582685X CHVBK 20180406123830.0 cr unu---uuuuu 170329e20001201xx s 000 0 eng 10.1023/A:1017529427433 doi (NATIONALLICENCE)springer-10.1023/A:1017529427433 Joint Bayesian Analysis of Factor Scores and Structural Parameters in the Factor Analysis Model [Elektronische Daten] [Sik-Yum Lee, Jian-Qing Shi] A Bayesian approach is developed to assess the factor analysis model. Joint Bayesian estimates of the factor scores and the structural parameters in the covariance structure are obtained simultaneously. The basic idea is to treat the latent factor scores as missing data and augment them with the observed data in generating a sequence of random observations from the posterior distributions by the Gibbs sampler. Then, the Bayesian estimates are taken as the sample means of these random observations. Expressions for implementing the algorithm are derived and some statistical properties of the estimates are presented. Some aspects of the algorithm are illustrated by a real example and the performance of the Bayesian procedure is studied using simulation. The Institute of Statistical Mathematics, 2000 Posterior distributions nationallicence conjugate prior nationallicence hyper-parameters nationallicence factor scores nationallicence Gibbs sampler nationallicence posterior mean nationallicence posterior covariance matrix nationallicence simulation study nationallicence Lee Sik-Yum Department of Statistics, Chinese University of Hong Kong, China aut Shi Jian-Qing Department of Statistics, University of Warwick, U.K. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/4(2000-12-01), 722-736 0020-3157 52:4<722 2000 52 10463 https://doi.org/10.1023/A:1017529427433 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1017529427433 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Lee Sik-Yum Department of Statistics, Chinese University of Hong Kong, China aut NATIONALLICENCE 700 1- Shi Jian-Qing Department of Statistics, University of Warwick, U.K aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/4(2000-12-01), 722-736 0020-3157 52:4<722 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer