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Thread: maximum likelihood in factor analysis

  1. #1
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    Mar 2011
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    maximum likelihood in factor analysis

    when doing factor analysis, the maximum likelihood estimation is used. In order to do that, i was asked to do a minimization problem (see attached pic).

    I wasn't quite familiar with matrix derivatives, can someone help me out?
    Attached Thumbnails Attached Thumbnails maximum likelihood in factor analysis-stat.jpg  
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