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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
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Category: math
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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
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Date available: 2008-05-20T18:39:44Z
Last updated: 2015-05-31
Stable URL: http://hdl.handle.net/10338.dmlcz/104416
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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.
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