Linear Prediction in the Factor Analysis Model
本文证明了Scott(1966)的启发式预测器和King(1969)的无偏预测器分别与Lawley & Maxwell(1973)的最优有偏预测器和最优无偏预测器在数学上等价。
For the problem of linear prediction in the factor analysis model, the heuristic predictor suggested by Scott (1966) and the unbiased predictor proposed by King (1969) are shown to be mathematically identical respectively with the optimal biased predictor and the optimal unbiased predictor due to Lawley & Maxwell (1973).