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Sensitivity analysis in maximum likelihood factor analysis |
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| Authors: | Yutaka Tanaka Yoshimasa Odaka |
| Institution: | 1. Department of Statistics , Okayama University , Tsushima, Okayama, Japan;2. Information Processing Center , Okayama University of Science , Ridaicho, Okayama, Japan |
| Abstract: | The present paper deals with sensitivity analysis in maximum likelihood factor analysis. To investigate the influence of a small change of data we derive theoretical influence functions I(x; LLT ) and I(x; Δ) for a common variance matrix T= LLT and a unique variance matrix Δ respectively. Numerical examples are shown to illustrate our procedure. |
| Keywords: | influence function influential observations perturbation theory of eigenvalue problems |