Least-squares approximation of an improper correlation matrix by a proper one
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DOI: 10.1007/BF02294448
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References listed on IDEAS
- Terry Gleason & Richard Staelin, 1975. "A proposal for handling missing data," Psychometrika, Springer;The Psychometric Society, vol. 40(2), pages 229-252, June.
- Neil Timm, 1970. "The estimation of variance-covariance and correlation matrices from incomplete data," Psychometrika, Springer;The Psychometric Society, vol. 35(4), pages 417-437, December.
- James Frane, 1976. "Some simple procedures for handling missing data in multivariate analysis," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 409-415, September.
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Cited by:
- Jos Berge & Henk Kiers, 1993. "An alternating least squares method for the weighted approximation of a symmetric matrix," Psychometrika, Springer;The Psychometric Society, vol. 58(1), pages 115-118, March.
- Peter Bentler & Ke-Hai Yuan, 2011. "Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 119-123, January.
- Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho, 2014. "A VIF-based optimization model to alleviate collinearity problems in multiple linear regression," Computational Statistics, Springer, vol. 29(6), pages 1515-1541, December.
- Hansen, Torben, 2020. "Media framing of Copenhagen tourism: A new approach to public opinion about tourists," Annals of Tourism Research, Elsevier, vol. 84(C).
- Martin Bod’a, 2017. "Stochastic sensitivity analysis of concentration measures," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(2), pages 441-471, June.
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Keywords
missing value correlation; tetrachoric correlation; indefinite correlation matrix; constrained least-squares approximation;All these keywords.
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