Literaturnachweis - Detailanzeige
Autor/inn/en | Molenaar, Peter C. M.; und weitere |
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Titel | Dynamic Factor Analysis of Nonstationary Multivariate Time Series. |
Quelle | In: Psychometrika, 57 (1992) 3, S.333-49 |
Sprache | englisch |
Dokumenttyp | gedruckt; Zeitschriftenaufsatz |
ISSN | 0033-3123 |
Schlagwörter | Algorithms; Equations (Mathematics); Estimation (Mathematics); Factor Analysis; Mathematical Models; Predictive Measurement; Psychological Testing; Television Viewing |
Abstract | The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD) |
Erfasst von | ERIC (Education Resources Information Center), Washington, DC |