| Title:
|
The determination of factors in linear models of factor analysis (English) |
| Author:
|
Kratochvíl, Petr |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
35 |
| Issue:
|
5 |
| Year:
|
1990 |
| Pages:
|
350-355 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The author shows that a decomposition of a covariance matrix $\bold{\sum = AA'}$ implies the corresponding model, i.e. the existence of factors $f_j$ such that $\sum a_{ij}f_j$ is true. The result is applied to the general linear model of factor analysis. A procedure for computing the factor score is proposed. (English) |
| Keyword:
|
factor score |
| Keyword:
|
linear model |
| Keyword:
|
existence of factors |
| Keyword:
|
singular value decomposition |
| Keyword:
|
decomposition of a covariance matrix |
| MSC:
|
62H05 |
| MSC:
|
62H25 |
| idZBL:
|
Zbl 0721.62060 |
| idMR:
|
MR1072605 |
| DOI:
|
10.21136/AM.1990.104416 |
| . |
| Date available:
|
2008-05-20T18:39:44Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104416 |
| . |
| Reference:
|
[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis.Second Edition, John Wiley & sons, 1984. Zbl 0651.62041, MR 0771294 |
| Reference:
|
[2] T. W Anderson, Herman Rubin: Statistical inference in factor analysis.Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability (Jerzy Neyman, ed.), Vol. V, University of California, Berkeley and Los Angeles, 1956. MR 0084943 |
| Reference:
|
[3] P. Blahuš: Factor analysis and its generalization.Matematický seminář SNTL, sv. 21, Praha 1985 (in Czech, russian translation to appear). |
| Reference:
|
[4] P. Kratochvíl J. Nekola: Modelling of the research activity with the use of factor analysis.(Czech). Ekonomicko-matematický obzor 15 (1979), 295-309. |
| . |
