Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable
单一潜变量的多指标多原因模型估计
We consider a model in which one observes multiple indicators and multiple causes of a single latent variable. In terms of the multivariate regression of the indicators on the causes, the model implies restrictions of two types: (i) the regression coefficient matrix has rank one, (ii) the residual variance-covariance matrix satisfies a factor analysis model with one common factor. The first type of restriction is familiar to econometricians and the second to…