Geodesic
The determination of factors in linear models of factor analysis
Applications of Mathematics, Tome 35 (1990) no. 5, pp. 350-355
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

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.
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 
@article{10_21136_AM_1990_104416,
     author = {Kratochv{\'\i}l, Petr},
     title = {The determination of factors in linear models of factor analysis},
     journal = {Applications of Mathematics},
     pages = {350--355},
     year = {1990},
     volume = {35},
     number = {5},
     doi = {10.21136/AM.1990.104416},
     mrnumber = {1072605},
     zbl = {0721.62060},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1990.104416/}
}
TY  - JOUR
AU  - Kratochvíl, Petr
TI  - The determination of factors in linear models of factor analysis
JO  - Applications of Mathematics
PY  - 1990
SP  - 350
EP  - 355
VL  - 35
IS  - 5
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1990.104416/
DO  - 10.21136/AM.1990.104416
LA  - en
ID  - 10_21136_AM_1990_104416
ER  - 
%0 Journal Article
%A Kratochvíl, Petr
%T The determination of factors in linear models of factor analysis
%J Applications of Mathematics
%D 1990
%P 350-355
%V 35
%N 5
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1990.104416/
%R 10.21136/AM.1990.104416
%G en
%F 10_21136_AM_1990_104416
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

[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis. Second Edition, John Wiley & sons, 1984. | MR | Zbl

[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

[3] P. Blahuš: Factor analysis and its generalization. Matematický seminář SNTL, sv. 21, Praha 1985 (in Czech, russian translation to appear).

[4] P. Kratochvíl J. Nekola: Modelling of the research activity with the use of factor analysis. (Czech). Ekonomicko-matematický obzor 15 (1979), 295-309.

Cité par Sources :