On the Identification of a Single-Factor Model with Correlated Residuals
A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical con...
Gespeichert in:
| Veröffentlicht in: | Biometrika 2000-03, Vol.87 (1), p.199-205 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 205 |
|---|---|
| container_issue | 1 |
| container_start_page | 199 |
| container_title | Biometrika |
| container_volume | 87 |
| creator | Vicard, Paola |
| description | A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be used to overcome the problem of non-identification of a larger factor model. |
| doi_str_mv | 10.1093/biomet/87.1.199 |
| format | Article |
| fullrecord | <record><control><sourceid>jstor_pasca</sourceid><recordid>TN_cdi_pascalfrancis_primary_1308191</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><jstor_id>2673573</jstor_id><sourcerecordid>2673573</sourcerecordid><originalsourceid>FETCH-LOGICAL-j203t-74c7d46f091052464d4f5d08d2643d71490d0ad65d6cd90df032ea97bd9617443</originalsourceid><addsrcrecordid>eNo9js9LwzAcxYMoWKdnLx5y8NrumyZNmqMU5waTgT_OI-s3cSldO5KI-N9bmXj6vMd7PB4htwwKBprPd3482DSvVcEKpvUZyZiQIucVg3OSAYDMuRDiklzF2P1aWcmMLDcDTXtLV2iH5J1vTfLjQEdHDX31w0dv84Vp0xjo84i2p18-7WkzhmB7kyzSFxs9fpo-XpMLN8He_HFG3hePb80yX2-eVs3DOu9K4ClXolUopAPNoCqngyhchVBjKQVHxYQGBIOyQtnipB3w0hqtdqglU0LwGbk_7R5NbE3vghlaH7fH4A8mfG8Zh5ppNtXuTrUuTuf_41IqXinOfwBIbVe8</addsrcrecordid><sourcetype>Index Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>On the Identification of a Single-Factor Model with Correlated Residuals</title><source>JSTOR Mathematics & Statistics</source><source>JSTOR Archive Collection A-Z Listing</source><source>Oxford University Press Journals All Titles (1996-Current)</source><creator>Vicard, Paola</creator><creatorcontrib>Vicard, Paola</creatorcontrib><description>A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be used to overcome the problem of non-identification of a larger factor model.</description><identifier>ISSN: 0006-3444</identifier><identifier>EISSN: 1464-3510</identifier><identifier>DOI: 10.1093/biomet/87.1.199</identifier><identifier>CODEN: BIOKAX</identifier><language>eng</language><publisher>Oxford: Biometrika Trust</publisher><subject>Combinatorics ; Combinatorics. Ordered structures ; Connectivity ; Covariance matrices ; Exact sciences and technology ; Experimental design ; Graph theory ; Mathematics ; Miscellanea ; Probability and statistics ; Quantitative economic models ; Sciences and techniques of general use ; Statistics ; Sufficient conditions ; Vertices</subject><ispartof>Biometrika, 2000-03, Vol.87 (1), p.199-205</ispartof><rights>Copyright 2000 Biometrika Trust</rights><rights>2000 INIST-CNRS</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/2673573$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://www.jstor.org/stable/2673573$$EHTML$$P50$$Gjstor$$H</linktohtml><link.rule.ids>314,780,784,803,832,27924,27925,58017,58021,58250,58254</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=1308191$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>Vicard, Paola</creatorcontrib><title>On the Identification of a Single-Factor Model with Correlated Residuals</title><title>Biometrika</title><description>A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be used to overcome the problem of non-identification of a larger factor model.</description><subject>Combinatorics</subject><subject>Combinatorics. Ordered structures</subject><subject>Connectivity</subject><subject>Covariance matrices</subject><subject>Exact sciences and technology</subject><subject>Experimental design</subject><subject>Graph theory</subject><subject>Mathematics</subject><subject>Miscellanea</subject><subject>Probability and statistics</subject><subject>Quantitative economic models</subject><subject>Sciences and techniques of general use</subject><subject>Statistics</subject><subject>Sufficient conditions</subject><subject>Vertices</subject><issn>0006-3444</issn><issn>1464-3510</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2000</creationdate><recordtype>article</recordtype><recordid>eNo9js9LwzAcxYMoWKdnLx5y8NrumyZNmqMU5waTgT_OI-s3cSldO5KI-N9bmXj6vMd7PB4htwwKBprPd3482DSvVcEKpvUZyZiQIucVg3OSAYDMuRDiklzF2P1aWcmMLDcDTXtLV2iH5J1vTfLjQEdHDX31w0dv84Vp0xjo84i2p18-7WkzhmB7kyzSFxs9fpo-XpMLN8He_HFG3hePb80yX2-eVs3DOu9K4ClXolUopAPNoCqngyhchVBjKQVHxYQGBIOyQtnipB3w0hqtdqglU0LwGbk_7R5NbE3vghlaH7fH4A8mfG8Zh5ppNtXuTrUuTuf_41IqXinOfwBIbVe8</recordid><startdate>20000301</startdate><enddate>20000301</enddate><creator>Vicard, Paola</creator><general>Biometrika Trust</general><general>Oxford University Press</general><scope>IQODW</scope></search><sort><creationdate>20000301</creationdate><title>On the Identification of a Single-Factor Model with Correlated Residuals</title><author>Vicard, Paola</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-j203t-74c7d46f091052464d4f5d08d2643d71490d0ad65d6cd90df032ea97bd9617443</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2000</creationdate><topic>Combinatorics</topic><topic>Combinatorics. Ordered structures</topic><topic>Connectivity</topic><topic>Covariance matrices</topic><topic>Exact sciences and technology</topic><topic>Experimental design</topic><topic>Graph theory</topic><topic>Mathematics</topic><topic>Miscellanea</topic><topic>Probability and statistics</topic><topic>Quantitative economic models</topic><topic>Sciences and techniques of general use</topic><topic>Statistics</topic><topic>Sufficient conditions</topic><topic>Vertices</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Vicard, Paola</creatorcontrib><collection>Pascal-Francis</collection><jtitle>Biometrika</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Vicard, Paola</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On the Identification of a Single-Factor Model with Correlated Residuals</atitle><jtitle>Biometrika</jtitle><date>2000-03-01</date><risdate>2000</risdate><volume>87</volume><issue>1</issue><spage>199</spage><epage>205</epage><pages>199-205</pages><issn>0006-3444</issn><eissn>1464-3510</eissn><coden>BIOKAX</coden><abstract>A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be used to overcome the problem of non-identification of a larger factor model.</abstract><cop>Oxford</cop><pub>Biometrika Trust</pub><doi>10.1093/biomet/87.1.199</doi><tpages>7</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0006-3444 |
| ispartof | Biometrika, 2000-03, Vol.87 (1), p.199-205 |
| issn | 0006-3444 1464-3510 |
| language | eng |
| recordid | cdi_pascalfrancis_primary_1308191 |
| source | JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing; Oxford University Press Journals All Titles (1996-Current) |
| subjects | Combinatorics Combinatorics. Ordered structures Connectivity Covariance matrices Exact sciences and technology Experimental design Graph theory Mathematics Miscellanea Probability and statistics Quantitative economic models Sciences and techniques of general use Statistics Sufficient conditions Vertices |
| title | On the Identification of a Single-Factor Model with Correlated Residuals |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-05T04%3A57%3A22IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-jstor_pasca&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=On%20the%20Identification%20of%20a%20Single-Factor%20Model%20with%20Correlated%20Residuals&rft.jtitle=Biometrika&rft.au=Vicard,%20Paola&rft.date=2000-03-01&rft.volume=87&rft.issue=1&rft.spage=199&rft.epage=205&rft.pages=199-205&rft.issn=0006-3444&rft.eissn=1464-3510&rft.coden=BIOKAX&rft_id=info:doi/10.1093/biomet/87.1.199&rft_dat=%3Cjstor_pasca%3E2673573%3C/jstor_pasca%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rft_jstor_id=2673573&rfr_iscdi=true |