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

Peter M. Bentler · Ke‐Hai Yuan

28 citations0/0 files storedPsychometrika

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Psychometric Methodologies and Testing Matrix Theory and Algorithms Advanced Statistical Methods and Models

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.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 28 citations exist upstream.

References

1995A two‐stage estimation of structural equation models with continuous and polytomous variables 2005Inferential Methods for the Tetrachoric Correlation Coefficient 1972A lower-bound method for the dimension-free measurement of internal consistency 2010Ridge structural equation modelling with correlation matrices for ordinal and continuous data 2008Structural equation modeling with near singular covariance matrices 1982Minimum Rank and Minimum Trace of Covariance Matrices 1989Least-Squares Approximation of an Improper Correlation Matrix by a Proper One 1983Problems with EM Algorithms for ML Factor Analysis

Cited by

2012When can categorical variables be treated as continuous? A comparison of robust continuous and categorical SEM estimation methods under suboptimal conditions.2012Structural Equation Modeling 2021Exploratory Graph Analysis of the Strengths and Difficulties Questionnaire for Aboriginal and/or Torres Strait Islander Children 2012Principal Component Analysis of Smoothed Tetrachoric Correlation Matrices as a Measure of Dimensionality 2023

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.