# On best affine unbiased covariance-preserving prediction of factor scores.

SORT (2004)

- Volume: 28, Issue: 1, page 27-36
- ISSN: 1696-2281

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topNeudecker, Heinz. "On best affine unbiased covariance-preserving prediction of factor scores.." SORT 28.1 (2004): 27-36. <http://eudml.org/doc/40448>.

@article{Neudecker2004,

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.},

author = {Neudecker, Heinz},

journal = {SORT},

keywords = {Análisis multivariante; Análisis factorial; Predicción estadística; factor analysis; factor scores; covariance-preserving; Kristof-type theorem},

language = {eng},

number = {1},

pages = {27-36},

title = {On best affine unbiased covariance-preserving prediction of factor scores.},

url = {http://eudml.org/doc/40448},

volume = {28},

year = {2004},

}

TY - JOUR

AU - Neudecker, Heinz

TI - On best affine unbiased covariance-preserving prediction of factor scores.

JO - SORT

PY - 2004

VL - 28

IS - 1

SP - 27

EP - 36

AB - 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.

LA - eng

KW - Análisis multivariante; Análisis factorial; Predicción estadística; factor analysis; factor scores; covariance-preserving; Kristof-type theorem

UR - http://eudml.org/doc/40448

ER -

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