Further influence measures in factor analysis |
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Authors: | C.W. Kwan W.K. Fung |
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Affiliation: | Department of Statistics , The University of Hong Kong , Pokfulam Road, Hong Kong |
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Abstract: | Various influence measures are discussed for sensitivity analysis in factor analysis. The internal norm is used to characterize the vector-valued influence curves in factor analysis. Influence curves for the chi-square goodness of fit test, and the determinants of the model covariance matrix and unique variance matrix are derived. They are found to have simple formulas which are easy to be interpreted and have nice distributions for calibration. The likelihood displacement is also applied to sensitivity analysis in maximum likelihood factor analysis. |
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Keywords: | influence curve influential observation internal norm likelihood displacement |
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