Sensitivity analysis in maximum likelihood factor analysis

1 January 1989

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Theory and Methods

Vol. 18 (11) , 4067-4084
https://doi.org/10.1080/03610928908830142

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; LL^T ) and I(x; Δ) for a common variance matrix T= LL^T and a unique variance matrix Δ respectively. Numerical examples are shown to illustrate our procedure.

Keywords

This publication has 6 references indexed in Scilit:

Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
Communications in Statistics - Theory and Methods, 1988
Introduction to Optimization Methods and their Application in Statistics
Published by Springer Nature ,1987
Influence functions for certain parameters in multivariate analysis
Communications in Statistics - Theory and Methods, 1981
Detection of Influential Observation in Linear Regression
Technometrics, 1977
Some Contributions to Maximum Likelihood Factor Analysis
Psychometrika, 1967
VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
Proceedings of the Royal Society of Edinburgh, 1940