Influential observations in principal factor analysis |
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| Authors: | Yutaka Tanaka Yoshimasa Odaka |
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| Institution: | (1) Department of Statistics, Okayama University, 2-1-1 Tsushima-naka, 700 Okayama, Japan;(2) Information Processing Center, Okayama University of Science, Japan |
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| Abstract: | We propose a method for detecting influential observations in iterative principal factor analysis. For this purpose we derive the influence functionsI(x; LL
T
) andI(x;  ) for the common variance matrixT =LL
T
and the unique variance matrix  , respectively, in the common factor decomposition  =LL
T
+ . A numerical example is given for illustration.The authors are grateful to Tomoyuki Tarumi and Atsuhiro Hayashi for their kind permission to use their software Seto/B for drawing Figures 1 and 2 and to anonymous reviewers for comments on the paper. |
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| Keywords: | influential observations influence function influence on the subspace spanned by eigenvectors principal factor analysis perturbation theory of eigenvalue problems |
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