GaoPC {DLEGFM}

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)