Standard Errors for the Harris-Kaiser Case II Orthoblique Solution

Abstract

Asymptotic standard errors of the estimates of the obliquely rotated parameters by the Harris-Kaiser Case II orthoblique method are derived under the assumption of the multivariate normal distribution for observed variables. A covariance structure model for observed variables is constructed such that both unrotated and orthogonally rotated parameters are involved in the model. The asymptotic standard errors for the final oblique solution (orthoblique solution) are derived by a stepwise method. First, the asymptotic variance-covariance matrix for the estimates of the unrotated and orthogonally rotated parameters is derived. Second, the delta method is used to obtain the asymptotic variances of the estimates of the obliquely rotated parameters. Results by simulation indicate that the theoretical values of the asymptotic standard errors are close to simulated ones.