Geodesic
The determination of factors in linear models of factor analysis
Applications of Mathematics, Tome 35 (1990) no. 5, pp. 350-355.

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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.
DOI : 10.21136/AM.1990.104416
Classification : 62H05, 62H25
Keywords: factor score; linear model; existence of factors; singular value decomposition; decomposition of a covariance matrix 
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     title = {The determination of factors in linear models of factor analysis},
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Kratochvíl, Petr. The determination of factors in linear models of factor analysis. Applications of Mathematics, Tome 35 (1990) no. 5, pp. 350-355. doi : 10.21136/AM.1990.104416. http://geodesic.mathdoc.fr/articles/10.21136/AM.1990.104416/

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