The determination of factors in linear models of factor analysis
Kratochvíl, Petr
Applications of Mathematics, Tome 35 (1990), p. 350-355 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1990-01-01
Classification:  62H05,  62H25 
@article{104416,
     author = {Petr Kratochv\'\i l},
     title = {The determination of factors in linear models of factor analysis},
     journal = {Applications of Mathematics},
     volume = {35},
     year = {1990},
     pages = {350-355},
     zbl = {0721.62060},
     mrnumber = {1072605},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104416}
}

Kratochvíl, Petr. The determination of factors in linear models of factor analysis. Applications of Mathematics, Tome 35 (1990) pp. 350-355. http://gdmltest.u-ga.fr/item/104416/

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