On best affine prediction

Statistical Papers

Volumn 44, Issue 2, 2003, Pages 257-266

  Neudecker, Heinz ^a   Satorra, Albert ^b  

^a Cesaro   (Netherlands)

^b DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

Author keywords

Factor analysis; Factor scores; Mean squared error; Moore Penrose inverse; Optimal prediction; Singular matrices

Indexed keywords

EID: 0038238199     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-003-0150-2     Document Type: Article

References (8)

1. Anderson, T.W. (1994). An Introduction to Multivariate Statistical Analysis (Second Edition), John Wiley.
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3. Bartlett, M.S. (1937). The statistical conception of mental factors, British Journal of Mathematical and Statistical Psychology, 28, 97-104.
4. Greene, W. H. 1997, Econometric Analysis (Third Edition), Prentice-Hall
5. Krijnen, W.P., Wansbeek, T., and J. M.F. ten Berge. (1996). Best linear predictors for factor scores, Commun. Statist. - Theory Meth., 25 (12), 3013-3025.
6. Löwner, K. (1934). Über monotone Matrixfunktionen. Mathematische Zeitschrift, 38, 177-216.
7. Magnus, J. R. and Neudecker, H. 1999. Matrix Differential Calculus with Applications in Statistics and Econometrics (Revised Edition), John Wiley.
8. Thomson, G. (1951), The Factorial Analysis of Human Ability (Fifth Edition), University of London Press.