000 01644nab a22002777a 4500
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003 MX-TxCIM
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022 _a1467-9868
022 _a1369-7412 (Online)
040 _aMX-TxCIM
041 _aeng
090 _aREP-175
100 1 _aGabriel, K. R
_9496
245 0 1 _aLeast squares approximation of matrices by additive and multiplicative models
260 _c1978.
_aUnited Kingdom :
_bWiley,
340 _aComputer File|Printed
520 _aReduced rank approximation of matrices by Householder–Young methods is shown to be equivalent to fitting of a bilinear (multiplicative) model and to projection onto an optimally chosen subspace. The relation to linear approximation is made evident. Least squares fitting of a mixed linear (additive) and bilinear (multiplicative) model is proved to be a two-stage process: (1) fit the linear part of the model, then take residuals, and (2) fit the bilinear part to the residuals. Extensions of this result are given as well as some results on distributions of residuals and tests against alternatives of given rank. Statistical applications are shown in principal component analysis, in biplot graphical display and in fitting additive or Mandel-type models to two-way tables.
546 _aText in English
650 7 _2AGROVOC
_930836
_aLeast squares method
650 7 _2AGROVOC
_917216
_aComponents
650 7 _2AGROVOC
_92624
_aStatistical methods
773 0 _tJournal of the Royal Statistical Society Series B
_gv. 40, no. 2, p. 186-196
_dUnited Kingdom : Wiley, 1978.
_x1467-9868
942 _cJA
_2ddc
999 _c19668
_d19668