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Linear prediction in the factor analysis model
Department of Applied Mathematics, Osaka University Japan
For the problem of linear prediction in the factor analysis model, the heuristic predictor suggested by Scott (1966) and the unbiased predictor proposed by King (1969) are shown to be mathematically identical respectively with the optimal biased predictor and the optimal unbiased predictor due to Lawley & Maxwell (1973).
Key Words: Factor analysis Linear prediction Optimal biased predictor Optimal unbiased predictor