Factor regression model: Difference between revisions

Revision as of 16:28, 26 April 2011

Revision as of 16:30, 26 April 2011

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</math>

Alternatively, the model can be viewed as a single [[factor analysis]] model, except that, part of the factor matrix are already known.

:<math>

\begin{align}

Line 40:

\end{align}

</math>

where, <math> \mathbf{D}=\begin{bmatrix}

except that, part of the factor matrix (<math> \mathbf{z}_n </math> in <math> \mathbf{f}_n </math>) are already known.

\mathbf{A} & \mathbf{B}

\end{bmatrix} </math> and <math> \mathbf{f}_n=\begin{bmatrix}

\mathbf{x}_n \\

\mathbf{z}_n\end{bmatrix} </math>