Construction of additional variables conforming to a common factor model

Yutaka Kano

Statistics & Probability Letters, 1984, vol. 2, issue 4, 241-244

Abstract: It is shown that if a random p-vector x conforms to an r-common factor model and an external variable Z is given, then there exists a family of linear combinations X of x and Z such that [x': X]' conforms to an r-common factor model

Keywords: r-common; factor; model; factor; indeterminacy; arbitratiness; external; variable; additional; variable (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (3)

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