Applied multivariate statistical analysis
Applied multivariate statistical analysis
Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
Journal of Multivariate Analysis
Computational Statistics & Data Analysis
Journal of Multivariate Analysis
Robust estimation of constrained covariance matrices for confirmatory factor analysis
Computational Statistics & Data Analysis
A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
Computational Statistics & Data Analysis
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In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algorithm. The approach is highly robust, and also works well when there are more variables than observations. The technique yields a robust biplot, depicting the interaction structure between individuals and variables. This biplot is not predetermined by outliers, which can be retrieved from the residual plot. Also provided is an accompanying robust R2-plot to determine the appropriate number of factors. The approach is illustrated by real and artificial examples and compared with factor analysis based on robust covariance matrix estimators. The same estimation technique can fit models with both additive and multiplicative effects (FANOVA models) to two-way tables, thereby extending the median polish technique.