De grootste kennisbank van het HBO

Inspiratie op jouw vakgebied

Vrij toegankelijk

Terug naar zoekresultatenDeel deze publicatie

Some new results on correlation-preserving factor scores prediction methods

Some new results on correlation-preserving factor scores prediction methods

Samenvatting

Anderson and Rubin and McDonald have proposed a correlation-preserving method of factor scores prediction which minimizes the trace of a residual covariance matrix for variables. Green has proposed a correlation-preserving method which minimizes the trace of a residual covariance matrix for factors. Krijnen, Wansbeek and Ten Berge have proposed minimizing the determinant rather than the trace of the latter covariance matrix, and offered an iterative procedure to that effect. In the present paper it is shown that the iterative procedure can be replaced by a closed-form solution. When all unique variances are strictly positive, this solution is the same as McDonald's. The solution coincides with Green's solution in certain special cases, for instance, when the factors are orthogonal.

OrganisatieHanzehogeschool Groningen
LectoraatStatistical Techniques for Applied Research
Gepubliceerd inLinear Algebra and Its Applications Elsevier, Vol. 289, Uitgave: 1-3, Pagina's: 311-318
Datum1999-03-01
TypeArtikel
ISSN0024-3795
DOI10.1016/s0024-3795(97)10007-6
TaalEngels

Op de HBO Kennisbank vind je publicaties van 26 hogescholen

De grootste kennisbank van het HBO

Inspiratie op jouw vakgebied

Vrij toegankelijk