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Least-squares approximation of an improper correlation matrix by a proper one

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  • Dirk Knol
  • Jos Berge

Abstract

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Suggested Citation

  • Dirk Knol & Jos Berge, 1989. "Least-squares approximation of an improper correlation matrix by a proper one," Psychometrika, Springer;The Psychometric Society, vol. 54(1), pages 53-61, March.
  • Handle: RePEc:spr:psycho:v:54:y:1989:i:1:p:53-61
    DOI: 10.1007/BF02294448
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    References listed on IDEAS

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    1. James Frane, 1976. "Some simple procedures for handling missing data in multivariate analysis," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 409-415, September.
    2. Neil Timm, 1970. "The estimation of variance-covariance and correlation matrices from incomplete data," Psychometrika, Springer;The Psychometric Society, vol. 35(4), pages 417-437, December.
    3. Terry Gleason & Richard Staelin, 1975. "A proposal for handling missing data," Psychometrika, Springer;The Psychometric Society, vol. 40(2), pages 229-252, June.
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    Citations

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    Cited by:

    1. Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho, 2014. "A VIF-based optimization model to alleviate collinearity problems in multiple linear regression," Computational Statistics, Springer, vol. 29(6), pages 1515-1541, December.
    2. Hansen, Torben, 2020. "Media framing of Copenhagen tourism: A new approach to public opinion about tourists," Annals of Tourism Research, Elsevier, vol. 84(C).
    3. Martin Bod’a, 2017. "Stochastic sensitivity analysis of concentration measures," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(2), pages 441-471, June.
    4. Jos Berge & Henk Kiers, 1993. "An alternating least squares method for the weighted approximation of a symmetric matrix," Psychometrika, Springer;The Psychometric Society, vol. 58(1), pages 115-118, March.
    5. Peter Bentler & Ke-Hai Yuan, 2011. "Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 119-123, January.

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