On Green's best linear composites with a specified structure,and oblique estimates of factor scores |
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| Authors: | Jos M. F. Ten Berge |
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| Affiliation: | (1) University of Groningen, The Netherlands;(2) Subfaculteit der Psychologie, Rijkuniversiteit Groningen, Grote Mark, +329712 HV Groningen, The Netherlands |
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| Abstract: | Green solved the problem of least-squares estimation of several criteria subject to the constraint that the estimates have an arbitrary fixed covariance or correlation matrix. In the present paper an omission in Green's proof is discussed and resolved. Furthermore, it is shown that some recently published solutions for estimating oblique factor scores are special cases of Green's solution for the case of fixed covariance matrices. |
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| Keywords: | constrained least squares estimation Andersen and Rubin factor estimates |
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