GaoPC: Loading Estimation for General Factor Model
In DLEGFM: Distributed Loading Estimation for General Factor Model
GaoPC R Documentation
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
GaoPC(data,m)
Arguments
data
The data is total data set
m
The m is the number of principal component
Value
AG1
estimation of load value
AG2
estimation of load value
DG1
estimation of error term
DG2
estimation of error term
SigmahatG1
estimation of covariance
SigmahatG2
estimation of covariance
Author(s)
Guangbao Guo, Yaping Li
Examples
GaoPC(data=ISE,m=3)
DLEGFM documentation built on May 29, 2024, 11:16 a.m.
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| GaoPC | R Documentation |
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
GaoPC(data,m)
Arguments
data |
The data is total data set |
m |
The m is the number of principal component |
Value
AG1 |
estimation of load value |
AG2 |
estimation of load value |
DG1 |
estimation of error term |
DG2 |
estimation of error term |
SigmahatG1 |
estimation of covariance |
SigmahatG2 |
estimation of covariance |
Author(s)
Guangbao Guo, Yaping Li
Examples
GaoPC(data=ISE,m=3)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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