Dear all,
In the context of maximum likelihood factor analysis, it often construct the
likelihood ratio test for the following hypothesis:
H0: covarianace matrix is a m-factor model
H1: a general covariance matrix
to select the number of factors (m).
I would like to know whether the following likelihood ratio test for the
following hypothesis is valid or not.
H0: m-factor model
H1: (m+1)-factor model
Sometimes told me that the H0 is not nested in H1 but I cannot figure it
out.
Thanks.
Philip
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