Title
Robust factor analysis Robust factor analysis
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
New York, N.Y. ,
Subject
Mathematics
Source (journal)
Journal of multivariate analysis. - New York, N.Y.
Volume/pages
84(2003) :1 , p. 145-172
ISSN
0047-259X
ISI
000181352700008
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
Our aim is to construct a factor analysis method that can resist the effect of outliers. For this we start with a highly robust initial covariance estimator, after which the factors can be obtained from maximum likelihood or from principal factor analysis (PFA). We find that PFA based on the minimum covariance determinant scatter matrix works well. We also derive the influence function of the PFA method based on either the classical scatter matrix or a robust matrix. These results are applied to the construction of a new type of empirical influence function (EIF), which is very effective for detecting influential data. To facilitate the interpretation, we compute a cutoff value for this EIF. Our findings are illustrated with several real data examples. (C) 2003 Elsevier Science (USA). All rights reserved.
Full text (open access)
https://repository.uantwerpen.be/docman/irua/014ad5/3936.pdf
E-info
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181352700008&DestLinkType=RelatedRecords&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181352700008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181352700008&DestLinkType=CitingArticles&DestApp=ALL_WOS&UsrCustomerID=ef845e08c439e550330acc77c7d2d848
Handle