杂记:关于具有相关残差的单因子模型的识别

Miscellanea. On the identification of a single-factor model with correlated residuals

Biometrika · 2000
被引 23
ABS 4

中文导读

通过研究残差浓度矩阵的零元素,推导出具有相关残差的单因子模型可识别的充要条件,该条件可用图论算法高效检验,并举例说明其能解决更大因子模型不可识别的问题。

Abstract

A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be sued to overcome the problem of non-identification of a larger factor model.

统计学因子分析图模型计量经济学