Some new results on correlation-preserving factor scores prediction methods

Linear Algebra and Its Applications

Volumn 289, Issue 1-3, 1999, Pages 311-318

  Ten Berge, Jos M F ^a   Krijnen, Wim P ^a   Wansbeek, Tom ^a   Shapiro, Alexander ^b  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

^b Georgia Institute of Technology   (United States)

Author keywords

Correlation preserving; Factor analysis; Factor scores; Unbiased

Indexed keywords

EID: 0033478369     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(97)10007-6     Document Type: Article

References (8)

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3. Henderson, H.V., Searle, S.R., 1981. On deriving the inverse of a sum of matrices. SIAM Review 23, 53-60.
4. Krijnen, W.P., Wansbeek, T.J., Ten Berge, J.M.F., 1996. Best linear predictors for factor scores. Communications in Statistics: Theory and Methods 25, 3013-3025.
5. McDonald, R.P., 1981. Constrained least squares estimators of oblique common factors. Psychometrika 46, 337-341.
6. Schneeweiss, H., Mathes, H., 1995. Factor analysis and principal components. Journal of Multivariate Analysis 55, 105-124.
7. Ten Berge, J.M.F., 1983a. On Green's best linear composites with a specified structure, and oblique estimates of factor scores. Psychometrika 48, 371-375.
8. Ten Berge, J.M.F., 1983b. A generalization of Kristof's theorem on the trace of certain matrix products. Psychometrika 48, 519-523.