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A multimode direct product model for covariance structure analysis
Author(s) -
Verhees J.,
Wansbeek T. J.
Publication year - 1990
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1990.tb00938.x
Subject(s) - covariance , kronecker product , estimator , mathematics , covariance matrix , analysis of covariance , factorial , kronecker delta , product (mathematics) , statistics , mathematical analysis , physics , geometry , quantum mechanics
In the psychometric literature, there is evidence that the modes (facets, dimensions, etc.) in multimode data interact multiplicatively. A basic expression of this idea is that a covariance matrix may then be written as repeated Kronecker product of k , say, parameter matrices, where k is the number of modes. For such a ‘factorial covariance structure’ we give an integrated treatment of ML, WLS and ULS estimators. A modification of the ULS estimator appears to be non‐iteratively computable.