Best linear predictors for factor scores

W.P. Krijnen, T.J. Wansbeek, J.M.F. Ten Berge

    Onderzoeksoutput: ArticleAcademicpeer review

    31 Citaten (Scopus)


    From the literature three types of predictors for factor scores are available. These are characterized by the constraints: linear, linear conditionally unbiased, and linear correlation preserving. Each of these constraints generates a class of predictors. Best predictors are defined in terms of Lowner's partial matrix order applied to matrices of mean square error of prediction. It is shown that within the first two classes a best predictor exists and that it does not exist in the third.

    Originele taal-2English
    Pagina's (van-tot)3013-3025
    Aantal pagina's13
    TijdschriftCommunications in Statistics. Part A: Theory and Methods
    Nummer van het tijdschrift12
    StatusPublished - 1996

    Citeer dit