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A Unified Treatment of the Weighting Problem

Published online by Cambridge University Press:  01 January 2025

Roderick P. McDonald
Roderick P. McDonald*
Affiliation:
The University of New England, N. S. W., Australia
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Abstract

A general procedure is described for obtaining weighted linear combinations of variables. This includes as special cases, multiple regression weights, canonical variate analysis, principal components, maximizing composite reliability, canonical factor analysis, and certain other well-known methods. The general procedure is shown to yield certain desirable invariance properties, with respect to transformations of the variables.

Type
Original Paper
Information
Psychometrika , Volume 33 , Issue 3 , September 1968 , pp. 351 - 381
Copyright
Copyright © 1968 The Psychometric Society

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Footnotes

*

The author wishes to thank Dr. A. J. Cropley for preparing the necessary computer programs for this study.

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