Page 1 of 1

5. (Unique but improper solution: Heywood case.) Consider an m= 1 factor model for the population with covariance matrix

Posted: Thu Apr 28, 2022 6:31 am
by answerhappygod
5 Unique But Improper Solution Heywood Case Consider An M 1 Factor Model For The Population With Covariance Matrix 1
5 Unique But Improper Solution Heywood Case Consider An M 1 Factor Model For The Population With Covariance Matrix 1 (19.66 KiB) Viewed 50 times
5. (Unique but improper solution: Heywood case.) Consider an m= 1 factor model for the population with covariance matrix Σ = 1.4 .4 1 .9 .7 19 .7 1 show that there is a unique choice of L and with E = LL' + , but that < 0, so the choice is not admissible.