Open AccessFACTOR COVARIANCE ANALYSIS IN SUBGROUPS *
Author(s) -
Pennell Roger
Publication year - 1971
Publication title -
ets research bulletin series
Language(s) - English
Resource type - Journals
eISSN - 2333-8504
pISSN - 0424-6144
DOI - 10.1002/j.2333-8504.1971.tb00432.x
Subject(s) - covariance matrix , factor (programming language) , covariance , mathematics , factor analysis , statistics , sampling (signal processing) , matrix (chemical analysis) , least squares function approximation , correlation , computer science , geometry , chemistry , filter (signal processing) , chromatography , estimator , computer vision , programming language
The problem considered is that of an investigator sampling two or more correlation matrices and desiring to fit a model of the form . Here the factor pattern matrix, P, is assumed to be identical across samples and we need to estimate φ i and U i . A flexible, least squares solution is worked out and illustrated with an example.