ABSTRACT
This chapter looks at aspects of a more general class of models, of which common factor analysis is a special case. The general system for analyzing covariance matrices is known as the analysis of covariance structures, and it includes just about all the theory of common factor analysis and other applications that are not usually thought of as common factor analysis. The chapter considers some of the structural hypotheses for covariance matrices that are known to be of interest, with illustrations, to give some indication of the general nature of this rapidly developing field. It also considers the hypotheses that naturally spring to the mind of an investigator who is steeped in the traditional modes of thought about common factor analysis. In many applications of factor analysis and of the structural hypotheses considered here, the chapter would probably like to raise the question of a distinction between a generic/specific analysis of its measures and a true/error analysis of it.
