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Further Comment: “Cross-Sectional Differences among Commercial Banks”

Published online by Cambridge University Press:  19 October 2009

Robert J. Saunders
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Extract

Marion L. Chiattello [1] has provided additional empirical support for the suggestion that, because of the high degree of linear interdependence between many of the variables commonly used in banking regression studies, it may be necessary to interpret explanatory variables in a cross-sectional regression equation, not as representing individual influences, but as representing more general factors. Further, he has provided more empirical support for the suggestion that principal component analysis might be useful in helping to isolate and identify some of these general factors.

Type
Communications
Information
Journal of Financial and Quantitative Analysis , Volume 9 , Issue 6 , December 1974 , pp. 1053 - 1055
Copyright
Copyright © School of Business Administration, University of Washington 1974

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References

REFERENCES

[1]Chiattello, M. L. “On the Use of Principal Components Analysis to Interpret Cross Sectional Differences among Commercial Banks:.A Comment.” Journal of Financial and Quantitative Analysis, December 1974.CrossRefGoogle Scholar
[2]Mulaik, S. A.The Foundations of Factor Analysis. New York: McGraw-Hill, 1972.Google Scholar
[3]Rummell, R. J. “Understanding Factor Analysis.” The Journal of Conflict Resolution, vol. 11 (December 1968), pp. 444–480.CrossRefGoogle Scholar
[4]Saunders, R. J. “On the Interpretation of Models Explaining Cross Sectional Differences among Commercial Banks.” Journal of Financial and Quantitative Analysis, vol. 4 (March 1969), pp. 25–35.CrossRefGoogle Scholar