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...

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Veröffentlicht in:	Biometrika 2000-03, Vol.87 (1), p.199-205
1. Verfasser:	Vicard, Paola
Format:	Artikel
Sprache:	eng
Schlagworte:	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
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