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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Factor regression model ： ウィキペディア英語版 Factor regression model The factor regression model, or hybrid factor model, is a special multivariate model with the following form. :$\backslash mathbf\_n=\; \backslash mathbf\backslash mathbf\_n+\; \backslash mathbf\backslash mathbf\_n\; +\backslash mathbf+\backslash mathbf\_n$ where, :$\backslash mathbf\_n$ is the $n$-th $G\; \backslash times\; 1$ (known) observation. :$\backslash mathbf\_n$ is the $n$-th sample $L\_x$ (unknown) hidden factors. :$\backslash mathbf$ is the (unknown) loading matrix of the hidden factors. :$\backslash mathbf\_n$ is the $n$-th sample $L\_z$ (known) design factors. :$\backslash mathbf$ is the (unknown) regression coefficients of the design factors. :$\backslash mathbf$ is a vector of (unknown) constant term or intercept. :$\backslash mathbf\_n$ is a vector of (unknown) errors, often white Gaussian noise. == Relationship between factor regression model, factor model and regression model == The factor regression model can be viewed as a combination of factor analysis model ($\backslash mathbf\_n=\; \backslash mathbf\backslash mathbf\_n+\; \backslash mathbf+\backslash mathbf\_n$) and regression model ($\backslash mathbf\_n=\; \backslash mathbf\backslash mathbf\_n\; +\backslash mathbf+\backslash mathbf\_n$). Alternatively, the model can be viewed as a special kind of factor model, the hybrid factor model 〔 :$$ \begin & \mathbf_n = \mathbf\mathbf_n+ \mathbf\mathbf_n +\mathbf+\mathbf_n \\ = & \begin \mathbf & \mathbf \end \begin \mathbf_n \\ \mathbf_n\end +\mathbf+\mathbf_n \\ = & \mathbf\mathbf_n +\mathbf+\mathbf_n \end where, $\backslash mathbf=\backslash begin$ \mathbf & \mathbf \end is the loading matrix of the hybrid factor model and $\backslash mathbf\_n=\backslash begin$ \mathbf_n \\ \mathbf_n\end are the factors, including the known factors and unknown factors. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Factor regression model」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.