This paper compares ordinary least squares (OLS), weighted least squares (WLS), and adaptive least squares (ALS) by means of a Monte Carlo study and an application to two empirical data sets. Overall, ALS emerges as the winner: It achieves most or even all of the efficiency gains of WLS over OLS when WLS outperforms OLS, but it only has very limited downside risk compared to OLS when OLS outper...

In factor analysis, a loading matrix is often rotated to simple target for its simplicity. For the purpose, Procrustes rotation minimizes discrepancy between and loadings using two types of approximation: 1) approximate zeros in by non-zeros loadings, 2) loadings. The central issue considered article that it equally treats approximation, while former more important simplifying matrix. Furthermo...

This contribution presents a simple, attractive, and exible formulation for the weighted total least squares (WTLS) problem. It is simple because it is based on the well-known standard least squares theory; it is attractive because it allows one to directly use the existing body of knowledge of the least squares theory; and it is exible because it can be used to a broad eld of applications in t...