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Data Analysis2
Factor Analysis2
Mathematical Models2
Matrices2
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Psychometrika2
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Shapiro, Alexander2
Riccia, Giacomo Della1
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Minimim Rank and Minimum Trace of Covariance Matrices.
Peer reviewed Peer reviewed
Riccia, Giacomo Della; Shapiro, Alexander – Psychometrika, 1982
Some mathematical aspects of minimum trace factor analysis (MTFA) are discussed. The uniqueness of an optimal point of MTFA is proved, and necessary and sufficient conditions for any particular point to be optimal are given. The connection between MTFA and classical minimum rank factor analysis is discussed. (Author/JKS)
Descriptors: Data Analysis, Factor Analysis, Mathematical Models, Matrices
Rank-Reducibility of a Symmetric Matrix and Sampling Theory of Minimum Trace Factor Analysis.
Peer reviewed Peer reviewed
Shapiro, Alexander – Psychometrika, 1982
The extent to which one can reduce the rank of a symmetric matrix by only changing its diagonal entries is discussed. Extension of this work to minimum trace factor analysis is presented. (Author/JKS)
Descriptors: Data Analysis, Factor Analysis, Mathematical Models, Matrices