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

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Construction of additional variables conforming to a common factor model
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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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