Analytical Closed-Form Solution for General Factor with Many Variables

Author:

Lipovetsky Stan1,Manewitsch Vladimir2

Affiliation:

1. GfK North America

2. NIM e.V., Nuremberg, Germany

Abstract

The factor analytic triad method of one-factor solution gives the explicit analytical form for a common latent factor built by three variables. The current work considers analytical presentation of a general latent factor constructed in a closed-form solution for multivariate case. The results can be supportive to theoretical description and practical application of latent variable modeling, especially for big data because the analytical closed-form solution is not prone to data dimensionality.

Publisher

Wayne State University Library System

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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