Multivariate analysis with linearizable regressions. (English) Zbl 0718.62139
Summary: We study the class of multivariate distributions in which all bivariate regressions can be linearized by separate transformation of each of the variables. This class seems more realistic than the multivariate normal or the elliptical distributions, and at the same time its study allows us to combine the results from multivariate analysis with optimal scaling and classical multivariate analysis. In particular, a two-stage procedure which first scales the variables optimally, and then fits a simultaneous equations model, is studied in detail and is shown to have some desirable properties.
MSC:
| 62H25 | Factor analysis and principal components; correspondence analysis |
| 62-07 | Data analysis (statistics) (MSC2010) |
Keywords:
correspondence analysis; structural models; simultaneous equations; factor analysis; LISREL; transformation; multivariate analysis; optimal scalingReferences:
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