ERIC Number: EJ397317
Record Type: Journal
Publication Date: 1989
Least-Squares Approximation of an Improper Correlation Matrix by a Proper One.
Knol, Dirk L.; ten Berge, Jos M. F.
Psychometrika, v54 n1 p53-61 Mar 1989
An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained least-squares approximation. (TJH)
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Authoring Institution: N/A