On best affine prediction
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DOI: 10.1007/s00362-003-0150-2
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Cited by:
- José García-Montalvo & Marta Reynal-Querol & Juan Carlos Muñoz Mora, 2021. "Measuring Inequality from Above," Working Papers 1252, Barcelona School of Economics.
- Steffen Grønneberg & Julien Patrick Irmer, 2024. "Non-parametric Regression Among Factor Scores: Motivation and Diagnostics for Nonlinear Structural Equation Models," Psychometrika, Springer;The Psychometric Society, vol. 89(3), pages 822-850, September.
- Wim Krijnen, 2002. "On the construction of all factors of the model for factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 161-172, March.
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Keywords
factor analysis; factor scores; optimal prediction; mean-squared error; singular matrices; Moore-Penrose inverse;All these keywords.
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