Factor regression model: Difference between revisions

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== Relationship between factor regression model, factor model and regression model ==

The factor regression model can be viewed as a combination of [[factor analysis]] model (<math> \mathbf{y}_n= \mathbf{A}\mathbf{x}_n+ \mathbf{c}+\mathbf{e}_n </math>) and [[regression model]] (<math> \mathbf{y}_n= \mathbf{B}\mathbf{z}_n +\mathbf{c}+\mathbf{e}_n </math>).

Alternatively, the model can be viewed as a special kind of factor model, the hybrid factor model <ref name="meng2011"/>