A Unified Treatment of the Weighting Problem | Psychometrika | Cambridge Core (original) (raw)

Abstract

A general procedure is described for obtaining weighted linear combinations of variables. This includes as special cases, multiple regression weights, canonical variate analysis, principal components, maximizing composite reliability, canonical factor analysis, and certain other well-known methods. The general procedure is shown to yield certain desirable invariance properties, with respect to transformations of the variables.

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