Work

Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix

Year: 2010

Type: article

Abstract: Indefinite symmetric matrices that are estimates of positive definite population matrices occur in a variety of contexts such as correlation matrices computed from pairwise present missing data and multinormal based theory for discretized variables. This note describes a methodology for scaling selected off-diagonal rows and columns of such a matrix to achieve positive definiteness. As a contrast to recently developed ridge procedures, the proposed method does not need variables to contain measurement errors. When minimum trace factor analysis is used to implement the theory, only correlations that are associated with Heywood cases are shrunk.

Source: Psychometrika

DOI: 10.1007/s11336-010-9191-3

Authors: Peter M. Bentler, Ke-Hai Yuan

Institutions: University of California, Los Angeles, University of Notre Dame

Language: English

Topic: Psychometric Methodologies and Testing

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: National Institute on Drug Abuse

Awards: Effects of morphine and analogues on cell metabolism, New Psychometric Methods for Substance Abuse Research, Collaborative Research on Drug Abuse