Karl Jöreskog

I give an historical account of the developments of factor analysis in the last 50 years with an emphasis on its extensions from classical exploratory factor analysis to confirmatory factor analysis, multiple-group factor analysis, general covariance structures and structural equation models. I describe a parallel development of methods of estimation in factor analysis from iterated principal components (Minres, ULS), maximum likelihood, and various forms of weighted least squares (GLS, ADF, WLS). If time permits, I will also describe various approaches to extend exploratory factor analysis for continuous (metrical) variables to ordinal variables.