DBlPC {DLEGFM}

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)