Construction of additional variables conforming to a common factor model
type: Item
instance of: scholarly article
title: Construction of additional variables conforming to a common factor model
zbMATH Open document ID: 0551.62040
DOI: 10.1016/0167-7152(84)90022-1
author: Yutaka Kano
published in: Statistics \& Probability Letters
publication date: 1984-01-01T00:00:00Z
review text: It is shown that if a random p-vector x conforms to an r-common factor model and an external variable Z is given, then there exists a family of linear combinations X of x and Z such that [x':X]' conforms to an r- common factor model.
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 3878178
zbMATH Keywords: factor indeterminacy
zbMATH Keywords: arbitrariness
zbMATH Keywords: additional variable
zbMATH Keywords: r-common factor model
zbMATH Keywords: external variable
MaRDI profile type: Publication
full work available at URL: 0167-7152(84)90022-1
OpenAlex ID: W2052979292
cites work: Posterior analysis of the factor model
cites work: The relationship between external variables and common factors
cites work: A definition for the common-factor analysis model and the elimination of problems of factor score indeterminacy
description: scientific article; zbMATH DE number 3878178