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
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.