Sensitivity analysis of structural equation models

The main purpose of this paper is to investigate the sensitivity analysis of structural equation model when minor perturbation is introduced. Some influence measure that based on the general case weight perturbation is derived for the generalized least squares estimation. An influence measure that related to the Cook's distance is also developed for the special case deletion perturbation scheme. Using the proposed methodology, the influential observation in a data set can be detected. Moreover, the general theory can be applied to detect the influential parameters in a model. Finally, some illustrative artificial and real examples are presented. The research of the first author was supported by a Hong Kong UPGC grant. The authors are greatly indebted to two reviewers for some very valuable comments for improvement of the paper.