Construction of additional variables conforming to a common factor model |
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| Authors: | Yutaka Kano |
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| Affiliation: | Department of Applied Mathematics, Faculty of Engineering Science, Osaka University, Toyonaka, Osaka 560, Japan |
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| Abstract: | ![]()
It is shown that if a random p-vector x conforms to an r-common factor model and an external variable Z is given, then there exists a family of linear combinations X of x and Z such that [x′: X]′ conforms to an r-common factor model |
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| Keywords: | factor indeterminacy arbitratiness external variable additional variable |
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