Construction of additional variables conforming to a common factor model (Q800668)

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scientific article; zbMATH DE number 3878178
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    Construction of additional variables conforming to a common factor model
    scientific article; zbMATH DE number 3878178

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      Construction of additional variables conforming to a common factor model (English)
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      1984
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      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.
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      factor indeterminacy
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      arbitrariness
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      additional variable
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      r-common factor model
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      external variable
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