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The Minimal Transformation to Orthonormality

Published online by Cambridge University Press:  01 January 2025

Richard M. Johnson
Richard M. Johnson*
Affiliation:
The Procter & Gamble Company
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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.

Information

Type
Original Paper
Information
Psychometrika , Volume 31 , Issue 1 , March 1966, pp. 61 - 66
Copyright
Copyright © 1966 Psychometric Society

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References

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