On best affine unbiased covariance-preserving prediction of factor scores
Neudecker, Heinz (University of Amsterdam)
Date: |
2004 |
Abstract: |
This paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. We shall consider the same matter, under weaker rank assumptions. We allow some moments, namely the variance Ω of the observable scores vector and that of the unique factors Ψ to be singular. We require T'Ψ T > 0 where T Λ T' is a Schur decomposition of Ω. As usual the variance of the common factors Φ, and the loadings matrix A will have full column rank. |
Rights: |
Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. |
Language: |
Anglès |
Document: |
Article ; recerca ; Versió publicada |
Subject: |
Factor analysis ;
Factor scores ;
Covariance-preserving ;
Kristof-type theorem |
Published in: |
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 27-36, ISSN 2013-8830 |
Adreça alternativa: https://raco.cat/index.php/SORT/article/view/28859
The record appears in these collections:
Articles >
Published articles >
SORTArticles >
Research articles
Record created 2012-07-19, last modified 2022-02-13