DFanPC {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

DFanPC(data,m,n1,K)

Arguments

data

The data is total data set

m

The m is the number of principal component

n1

The n1 is the length of each data subset

K

The K is the number of nodes

Value

AF

estimation of load value

DF

estimation of error term

SigmahatF

estimation of covariance

Author(s)

Guangbao Guo, Yaping Li

Examples

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