Weighted least squares fitting using ordinary least squares algorithms
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Publication:1362274
DOI10.1007/BF02295279zbMATH Open0873.62058OpenAlexW2140968209MaRDI QIDQ1362274FDOQ1362274
Publication date: 9 September 1997
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02295279
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maximum likelihood estimationalternating least squaresmatrix approximationweighted least squaresprincipal components analysismajorizationmissing data imputationWLS loss function
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics to psychology (62P15)
Cites Work
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- Approximating a symmetric matrix
- A generalization of Takane's algorithm for DEDICOM
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Cited In (24)
- Homogeneity analysis using absolute deviations
- Nearest neighbour approach in the least-squares data imputation algorithms
- Nearest Neighbour in Least Squares Data Imputation Algorithms for Marketing Data
- Principal component analysis of binary data by iterated singular value decomposition
- Handling missing values with regularized iterative multiple correspondence analysis
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- Multiple imputation in principal component analysis
- An Improved Majorization Algorithm for Robust Procrustes Analysis
- Using generalized Procrustes analysis for multiple imputation in principal component analysis
- MacroPCA: An All-in-One PCA Method Allowing for Missing Values as Well as Cellwise and Rowwise Outliers
- Comparisons among several methods for handling missing data in principal component analysis (PCA)
- Individual weighted excess and least square values
- Chunk-wise regularised PCA-based imputation of missing data
- Nearest neighbours in least-squares data imputation algorithms with different missing patterns
- Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees
- A principal component method to impute missing values for mixed data
- Robust correlation scaled principal component regression
- A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
- Another look at Bayesian analysis of AMMI models for genotype-environment data
- Multiple imputation for continuous variables using a Bayesian principal component analysis
- Missing data in principal component analysis of questionnaire data: a comparison of methods
- Block tensor train decomposition for missing data estimation
- Selecting the number of components in principal component analysis using cross-validation approximations
- Archetypal Analysis With Missing Data: See All Samples by Looking at a Few Based on Extreme Profiles
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