Hi
Is there a function available who can calculate true factor analysis??
Estimation equation looks like follows:
cov(X)=g1^2*x1*x2(transposed)+ g2^2*x2*x2(transposed)+cov(errorterm);
while x are vectors to be estimated, g(i) are scalars and the
errorterm is a diagonalmatrix.
Thanks
Andri Cantieni
UBS Warburg
Switzerland
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