Exploratory analysis of three‐way data by simultaneous latent budget model
Narcisa Tambrea, Roberta Siciliano · Applied Stochastic Models in Business and Industry · 1999
In the analysis of a set of tables with constant row sum data the simultaneous latent budget model provides a reduced-rank decomposition of the observed budgets of each table by a mixture of unknown, or latent, budgets. A constrained least-squares algorithm is introduced to estimate the model parameters under no probability distribution assumptions. Some examples of applications on real data sets are finally shown. Copyright © 1999 John Wiley & Sons, Ltd.