教育心理学研究
Online ISSN : 2186-3075
Print ISSN : 0021-5015
ISSN-L : 0021-5015
欠測値を含む多変量データのための主成分分析的方法
柴山 直
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1992 年 40 巻 3 号 p. 257-265

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This paper discusses the development of a PCA-like method being able to capture the structure of incomplete multivariate data without any statistical assumption such as a multivariate normal distribution or a random missing process. This method, purely descriptive, is derived from a lower rank approximation of a data matrix with missing values. Parameters are estimated by the Newton-Raphson method in order to minimize the least squares criterion with respect to observed values. Two examples of educational measurement are added to demonstrate practial use of the method.

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