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Structural Analysis of Covariance and Correlation Matrices

Bibliographic Data

ID23319643
AuthorsKarl G Jöreskog (Uppsala University, corresponding author)
Year1978
Volume43
Issue4
Pages443-477
Publication date1978-12-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenuePsychometrika (JOURNAL)
Journal identifiersISSN: 0033-3123 • E-ISSN: 1860-0980
PublisherCambridge University Press (CUP) (PUBLISHER)
DOI10.1007/bf02293808
OpenAlexW2068480333
LanguageEN
Citations received164
References cited37

A general approach to the analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed. Several different types of covariance structures are considered as special cases of the general model. These include models for sets of congeneric tests, models for confirmatory and exploratory factor analysis, models for estimation of variance and covariance components, regression models with measurement errors, path analysis models, simplex and circumplex models. Many of the different types of covariance structures are illustrated by means of real data.

Analysis of covariance · Correlation · Covariance · Covariance and correlation · Covariance function · Covariance intersection · Covariance matrix · Econometrics · Estimation of covariance matrices · Exploratory factor analysis · Law of total covariance · Matérn covariance function · Multivariate random variable · Path analysis (statistics) · Random variable · Rational quadratic covariance function · Regression analysis · Statistics · Structural equation modeling · Sum of normally distributed random variables · Advanced Statistical Methods and Models · Advanced Statistical Modeling Techniques · Aerospace, Electronics, Mathematical Modeling · Mathematics

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Unique citing works164
Citations per year3,49
Citation span1979 - 2026 (48)
Citation velocitycurrent
Highly citedYes
Citation typesNeutral: 131
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