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A numerical approach to the approximate and the exact minimum rank of a covariance matrix

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  • Jos Berge
  • Henk Kiers

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  • Jos Berge & Henk Kiers, 1991. "A numerical approach to the approximate and the exact minimum rank of a covariance matrix," Psychometrika, Springer;The Psychometric Society, vol. 56(2), pages 309-315, June.
    • Handle: RePEc:spr:psycho:v:56:y:1991:i:2:p:309-315
    DOI: 10.1007/BF02294464
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    References listed on IDEAS

    as
    1. Giacomo Riccia & Alexander Shapiro, 1982. "Minimum rank and minimum trace of covariance matrices," Psychometrika, Springer;The Psychometric Society, vol. 47(4), pages 443-448, December.
    2. Alexander Shapiro, 1982. "Weighted minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(3), pages 243-264, September.
    3. P. Bentler & J. Woodward, 1980. "Inequalities among lower bounds to reliability: With applications to test construction and factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 45(2), pages 249-267, June.
    4. Alexander Shapiro, 1982. "Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(2), pages 187-199, June.
    5. Paul Bekker & Jan Leeuw, 1987. "The rank of reduced dispersion matrices," Psychometrika, Springer;The Psychometric Society, vol. 52(1), pages 125-135, March.
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    Citations

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    Cited by:

    1. Bai, Jushan & Ng, Serena, 2023. "Approximate factor models with weaker loadings," Journal of Econometrics, Elsevier, vol. 235(2), pages 1893-1916.
    2. Kohei Adachi, 2022. "Factor Analysis Procedures Revisited from the Comprehensive Model with Unique Factors Decomposed into Specific Factors and Errors," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 967-991, September.
    3. Bai, Jushan & Ng, Serena, 2019. "Rank regularized estimation of approximate factor models," Journal of Econometrics, Elsevier, vol. 212(1), pages 78-96.
    4. Jushan Bai & Serena Ng, 2020. "Simpler Proofs for Approximate Factor Models of Large Dimensions," Papers 2008.00254, arXiv.org.
    5. Alwin Stegeman & Tam Lam, 2014. "Three-Mode Factor Analysis by Means of Candecomp/Parafac," Psychometrika, Springer;The Psychometric Society, vol. 79(3), pages 426-443, July.
    6. Felix Zurita Ortega & Asuncion Martinez Martinez & Ramon Chacon Cuberos & Jose Luis Ubago Jiménez, 2019. "Analysis of the Psychometric Properties of the Motivation and Strategies of Learning Questionnaire—Short Form (MSLQ-SF) in Spanish Higher Education Students," Social Sciences, MDPI, vol. 8(5), pages 1-11, April.
    7. Stegeman, Alwin, 2016. "A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 189-203.
    8. Nebojsa S. Davcik, 2013. "The Use And Misuse Of Structural Equation Modeling In Management Research," Working Papers Series 2 13-07, ISCTE-IUL, Business Research Unit (BRU-IUL).
    9. Freyaldenhoven, Simon, 2022. "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
    10. Alwin Stegeman, 2018. "Simultaneous Component Analysis by Means of Tucker3," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 21-47, March.
    11. Xi Luo, 2011. "Recovering Model Structures from Large Low Rank and Sparse Covariance Matrix Estimation," Papers 1111.1133, arXiv.org, revised Mar 2013.
    12. Pison, Greet & Rousseeuw, Peter J. & Filzmoser, Peter & Croux, Christophe, 2003. "Robust factor analysis," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 145-172, January.
    13. Jos Berge & Gregor Sočan, 2004. "The greatest lower bound to the reliability of a test and the hypothesis of unidimensionality," Psychometrika, Springer;The Psychometric Society, vol. 69(4), pages 613-625, December.
    14. Klaas Sijtsma, 2009. "On the Use, the Misuse, and the Very Limited Usefulness of Cronbach’s Alpha," Psychometrika, Springer;The Psychometric Society, vol. 74(1), pages 107-120, March.
    15. Jushan Bai & Serena Ng, 2017. "Principal Components and Regularized Estimation of Factor Models," Papers 1708.08137, arXiv.org, revised Nov 2017.
    16. Asena Albayrak & Ozkan Tutuncu, 2022. "Evaluation of the Psychometric Properties of the Ethnocentrism Scale," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 65(65), pages 47-59, June.

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