Positive Definiteness via Off-Diagonal Scaling of a Symmetric Indefinite Matrix

Autor/inn/en	Bentler, Peter M.; Yuan, Ke-Hai
Titel	Positive Definiteness via Off-Diagonal Scaling of a Symmetric Indefinite Matrix
Quelle	In: Psychometrika, 76 (2011) 1, S.119-123 (5 Seiten) PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	0033-3123
DOI	10.1007/s11336-010-9191-3
Schlagwörter	Scaling; Factor Analysis; Correlation; Predictor Variables; Methods; Error of Measurement; Theories; Matrices; Statistical Analysis + Suchen Sie Ihr Suchwort? Scale construction; Skalenkonstruktion; Faktorenanalyse; Korrelation; Prädiktor; Method; Methode; Messfehler; Theory; Theorie; Matrizenrechnung; Statistische Analyse
Abstract	Indefinite symmetric matrices that are estimates of positive-definite population matrices occur in a variety of contexts such as correlation matrices computed from pairwise present missing data and multinormal based methods for discretized variables. This note describes a methodology for scaling selected off-diagonal rows and columns of such a matrix to achieve positive definiteness. As a contrast to recently developed ridge procedures, the proposed method does not need variables to contain measurement errors. When minimum trace factor analysis is used to implement the theory, only correlations that are associated with Heywood cases are shrunk. (As Provided).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2017/4/10