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DLEGFM (version 0.4.0)

PPC: 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

PPC(data,m)

Value

Apro

estimation of load value

Dpro

estimation of error term

Sigmahatpro

estimation of covariance

Arguments

data

The data is total data set

m

The m is the number of principal component

Author

Guangbao Guo, Yaping Li

Examples

Run this code
PPC(data=ISE,m=3)

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