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Least-Squares Approximation of an Improper by a Proper Correlation Matrix Using a Semi-Infinite Convex Program. Research Report 87-7.
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Knol, Dirk L.; ten Berge, Jos M. F. – 1987
An algorithm is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. The proposed algorithm is based on a solution for C. I. Mosier's oblique Procrustes rotation problem offered by J. M. F. ten Berge and K. Nevels (1977). It is shown that the minimization problem…
Descriptors: Algorithms, Computer Software, Correlation, Estimation (Mathematics)
Least-Squares Approximation of an Improper Correlation Matrix by a Proper One.
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Knol, Dirk L.; ten Berge, Jos M. F. – Psychometrika, 1989
An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained…
Descriptors: Algorithms, Correlation, Equations (Mathematics), Estimation (Mathematics)
Some Clarifications of the TUCKALS2 Algorithm Applied to the IDIOSCAL Problem.
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Ten Berge, Jos M. F.; And Others – Psychometrika, 1994
The suggestion that the IDIOSCAL model be fitted by the TUCKALS2 algorithm for three-way components analysis is examined. The claim that resulting coordinate matrices will be identical is supported when the data matrices are semidefinite. Counterexamples for indefinite matrices are also constructed. (SLD)
Descriptors: Algorithms, Correlation, Equations (Mathematics), Goodness of Fit
Nonlinear Redundancy Analysis. Research Report 88-1.
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van der Burg, Eeke; de Leeuw, Jan – 1988
A non-linear version of redundancy analysis is introduced. The technique is called REDUNDALS. It is implemented within the computer program for canonical correlation analysis called CANALS. The REDUNDALS algorithm is of an alternating least square (ALS) type. The technique is defined as minimization of a squared distance between criterion…
Descriptors: Algorithms, Attitude Measures, Computer Oriented Programs, Correlation