1968/03/01 by Harry F. Gollob
Computer Science · Chemistry · Economics, Econometrics and Finance · #Rough Sets and Fuzzy Logic #Spectroscopy and Chemometric Analyses #Regional Economic and Spatial Analysis
paper · doi:10.1007/bf02289676
This paper describes a method of matrix decomposition which retains the ability of factor analytic techniques to summarize data in terms of a relatively low number of coordinates; but at the same time, does not sacrifice the useful analysis of variance heuristic of partitioning data matrices into independent sources of variation which are relatively simple to interpret. The basic model is essentially a two-way analysis of variance model which requires that the matrix of interaction parameters be decomposed by using factor analytic techniques. Problems of judging statistical significance are discussed; and an illustrative example is presented.