On the identification of a single-factor model with correlated residuals
On the identification of a single-factor model with correlated residuals
复制标题
具有相关残差的单因素模型的识别
DOI：
10.1093/biomet/87.1.199
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发表时间：
2000
期刊：
影响因子：
2.7
通讯作者：
P. Vicard
中科院分区：
文献类型：
--
作者：
P. Vicard
通过对残差相关单因素浓度矩阵零元的研究，得到了残差相关单因素模型存在的充分必要条件。特别地，新的条件用残差的补图表示。这种图形条件可以通过一种有效的算法来简单地检查。实例还表明，有时可以使用残差相关的单因素模型来克服无法识别大因素模型的问题。
SUMMARY 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.