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Best Linear Composites with a Specified Structure

Published online by Cambridge University Press:  01 January 2025

Bert F. Green Jr.
Bert F. Green Jr.*
Affiliation:
The Johns Hopkins University
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Abstract

Least squares linear composites of predictors for estimating several criteria are derived, satisfying the restriction that the composites have an arbitrary specified intercorrelation matrix. These composites are compared with the usual unrestricted regression composites. An illustrative example is provided. The derivation depends on a general result, given in an appendix, about best-fitting orthonormal transformations.

Type
Original Paper
Information
Psychometrika , Volume 34 , Issue 3 , September 1969 , pp. 301 - 318
Copyright
Copyright © 1969 The Psychometric Society

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Footnotes

*

This research was done while the author was a Fellow at The Center for Advanced Study in the Behavioral Sciences. The investigation was supported by a Public Health Service fellowship, 1 F3 MH-28, 495-01 (PS), from the National Institute of Mental Health. Preparation of the paper was supported in part by Grant MH 07722 from the National Institute of Mental Health, Public Health Service, for work done at Carnegie-Mellon University.

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