A Note on the General Solution to Completing Partially Specified Correlation Matrices

Autor/in	Olvera Astivia, Oscar L.
Titel	A Note on the General Solution to Completing Partially Specified Correlation Matrices
Quelle	In: Measurement: Interdisciplinary Research and Perspectives, 19 (2021) 2, S.115-123 (9 Seiten)Infoseite zur Zeitschrift PDF als Volltext Verfügbarkeit
Zusatzinformation	ORCID (Olvera Astivia, Oscar L.)
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	1536-6367
DOI	10.1080/15366367.2020.1827883
Schlagwörter	Correlation; Matrices; Statistical Analysis; Research Problems + Suchen Sie Ihr Suchwort? Korrelation; Matrizenrechnung; Statistische Analyse; Forschungskritik
Abstract	Partially specified correlation matrices (not to be confused with matrices with missing data or EM-correlation matrices) can appear in research settings such as integrative data analyses, quantitative systematic reviews or whenever the study design only allows for the collection of certain variables. Although approaches to fill in these missing entries have been considered for special cases of low-dimensional matrices, a general approach that can handle correlation matrices of arbitrary size and number of missing entries is needed. The present article relies on the theory of convex optimization and semidefinite programming to derive a semidefinite program that can offer researchers a mathematically principled approach to fill in the missing entries. An easy-to-use function in the R programming language is also presented that implements the theory derived herein. (As Provided).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2024/1/01