DBlPC: Distributed Loading Estimation for General Factor Model

In DLEGFM: Distributed Loading Estimation for General Factor Model

Distributed Loading Estimation for General Factor Model

Description

This function estimates the load and residual terms based on the general factor model and calculates the estimated values.

Usage

DBlPC(data,m,n1,K)

Arguments

data	The data is total data set
m	The m is the number of first layer principal component
n1	The n1 is the length of each data subset
K	The K is the number of nodes

Value

ABr	estimation of load value
ABc	estimation of load value
DBr	estimation of error term
DBc	estimation of error term
SigmaB1hat	estimation of covariance
SigmaB2hat	estimation of covariance

Author(s)

Guangbao Guo, Yaping Li

Examples

DBlPC(data=ISE,m=3,n1=107,K=5)

DLEGFM documentation built on May 29, 2024, 11:16 a.m.