The Minimal Transformation to Orthonormality
- 1 March 1966
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 31 (1) , 61-66
- https://doi.org/10.1007/bf02289457
Abstract
The solution is presented to the problem of finding that orthonormal matrix closest in the least-square sense to a given matrix of full rank. An application is shown to the problem in multiple regression analysis of determining the “importance” of each independent variable.Keywords
This publication has 4 references indexed in Scilit:
- On a Theorem Stated by Eckart and YoungPsychometrika, 1963
- Orthogonal Predictors: A Possible Resolution of the Hoffman-Ward ControversyPsychological Reports, 1962
- On the Least-Squares Orthogonalization of an Oblique TransformationPsychometrika, 1962
- The approximation of one matrix by another of lower rankPsychometrika, 1936