| 1. | 3 gray factor analysis ? common factor model let random vector be written as common factors , they are unobservable random variables . s1 , s2 , . . . sp are said to be specific factors . from ( i x ( ii ) , the common factors are independent with each other , st only act on yi , the aij of matrix is called loading of factor , a = ( aij ) is called the loading matrix of factors ; because cov 二l一一一一一一一一一一一一一一一一一一一一一一一一一一一一一卜一一一一一一一一一一一一一一卜一一一一一一一一一一一一一一一一一一一一一一一一一一j刁日d乞口6刁a司701刁刁70刁19 o0 1 8031 01刁90320000刊20000z20m01图123灰色因子分析今公因子模型假定随机变量p二( ,乡… , p俩足ypxl a l尸” qq 。 |