BEST LINEAR COMPOSITES WITH A SPECIFIED STRUCTURE

被引:13
作者
GREEN, BF
机构
关键词
D O I
10.1007/BF02289359
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Least squares linear composites of predictors for estimating several criteria are derived, satisfying the restriction that the composites have an arbitrary specified intercorrelation matrix. These composites are compared with the usual unrestricted regression composites. An illustrative example is provided. The derivation depends on a general result, given in an appendix, about best-fitting orthonormal transformations. © 1969 Psychometric Society.
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页码:301 / &
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