Fitting longitudinal reduced-rank regression models by alternating least squares
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Publication:1205744
DOI10.1007/BF02294484zbMath0760.62062MaRDI QIDQ1205744
Catrien C. J. H. Bijleveld, Jan de Leeuw
Publication date: 1 April 1993
Published in: Psychometrika (Search for Journal in Brave)
majorizationordinary least squaresoptimal scalingeigenanalysisordinal variablescross-sectional datastate space analysisalternating least squares methoditerative fittinglongitudinal reduced-rank regression model
Related Items (7)
Weighted least squares fitting using ordinary least squares algorithms ⋮ The MM alternative to EM ⋮ Fitting longitudinal reduced-rank regression models by alternating least squares ⋮ Minimization of a class of matrix trace functions by means of refined majorization ⋮ A multivariate reduced-rank growth curve model with unbalanced data ⋮ Dynamic analysis of multivariate panel data with nonlinear transformations ⋮ Convergence of the sequence of parameters generated by alternating least squares algorithms
Cites Work
- Estimating linear statistical relationships
- Relationships between linear systems theory and covariance structure modeling
- Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
- Fitting longitudinal reduced-rank regression models by alternating least squares
- Multivariate analysis with linearizable regressions
- Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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