Some Results on Mean Square Error for Factor Score Prediction

For the confirmatory factor model a series of inequalities is given with respect to the mean square error (MSE) of three main factor score predictors. The eigenvalues of these MSE matrices are a monotonic function of the eigenvalues of the matrix Γ p = Φ 1/2 Λ p 'Ψ p-1 Λ p Φ 1/2. This matrix increas... View More