Zhang, Guangjian; Browne, Michael; Ong, Anthony; Chow, Sy - In: Psychometrika 79 (2014) 3, pp. 444-469
Exploratory process factor analysis (EPFA) is a data-driven latent variable model for multivariate time series. This article presents analytic standard errors for EPFA. Unlike standard errors for exploratory factor analysis with independent data, the analytic standard errors for EPFA take into...
