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Exploratory analysis of three‐way data by simultaneous latent budget model

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  • Narcisa Tambrea
  • Roberta Siciliano

Abstract

In the analysis of a set of tables with constant row sum data the simultaneous latent budget model provides a reduced‐rank decomposition of the observed budgets of each table by a mixture of unknown, or latent, budgets. A constrained least‐squares algorithm is introduced to estimate the model parameters under no probability distribution assumptions. Some examples of applications on real data sets are finally shown. Copyright © 1999 John Wiley & Sons, Ltd.

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  • Narcisa Tambrea & Roberta Siciliano, 1999. "Exploratory analysis of three‐way data by simultaneous latent budget model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 15(4), pages 469-484, October.
    • Handle: RePEc:wly:apsmbi:v:15:y:1999:i:4:p:469-484
    DOI: 10.1002/(SICI)1526-4025(199910/12)15:43.0.CO;2-O
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