Abstract
Factor score predictors are computed when individual factor scores are of interest. Conditions for a perfect inter-correlation of the best linear factor score predictor, the best linear conditionally unbiased predictor, and the determinant best linear correlation-preserving predictor are presented. A transformation resulting in perfect correlations of the three predictors is proposed.
DOI
10.22237/jmasm/1493597160
Erratum
In the initial publication of this paper, the editors omitted the final term, diag(Λ´Σ−1Λ)1/2, from the first line of Equation 15 on page 114, placing it in the second line erroneously. This inversion has been corrected.
Recommended Citation
Beauducel, A. (2017). A Schmid-Leiman-based transformation resulting in perfect inter-correlations of three types of factor score predictors. Journal of Modern Applied Statistical Methods, 16(1), 107-126. doi: 10.22237/jmasm/1493597160
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