A necessary and sufficient condition for the identification of a single-factor model with correlated residuals is derived by studying the zero elements of their concentration matrix. In particular the new condition is expressed in terms of the complementary graph of the residuals. This graphical condition can be simply checked by means of an efficient algorithm. An example is also given showing that sometimes the single-factor model with correlated residuals can be sued to overcome the problem of non-identification of a larger factor model.
|Titolo:||On the identification of a single-factor model with correlated residuals|
|Data di pubblicazione:||2000|
|Citazione:||On the identification of a single-factor model with correlated residuals / VICARD P. - In: BIOMETRIKA. - ISSN 0006-3444. - 87(2000), pp. 199-205.|
|Appare nelle tipologie:||1.1 Articolo in rivista|