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On Green's Best Linear Composites with a Specified Structure, and Oblique Estimates of Factor Scores

Published online by Cambridge University Press:  01 January 2025

Jos M. F. Ten Berge
Jos M. F. Ten Berge*
Affiliation:
University of Groningen
*
Reprint requests should be addressed to Jos M. F. Ten Berge, Subfaculteit der Psychologie, Rijkuniversiteit Groningen, Grote Mark + 329712 HV Groningen, The Netherlands.
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Abstract

Green solved the problem of least-squares estimation of several criteria subject to the constraint that the estimates have an arbitrary fixed covariance or correlation matrix. In the present paper an omission in Green's proof is discussed and resolved. Furthermore, it is shown that some recently published solutions for estimating oblique factor scores are special cases of Green's solution for the case of fixed covariance matrices.

Keywords

constrained least squares estimationAndersen and Rubin factor estimates
Type
Original Paper
Information
Psychometrika , Volume 48 , Issue 3 , September 1983 , pp. 371 - 375
Copyright
Copyright © 1983 The Psychometric Society

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References

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