Local influence on the goodness-of-fit test statistic in maximum likelihood factor analysis
The influence of observations on the goodness-of-fit test in maximum likelihood factor analysis is investigated by using the local influence method. Under an appropriate perturbation the test statistic forms a surface. One of main diagnostics is the maximum slope of the perturbed surface, the other...
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Veröffentlicht in: | Journal of applied mathematics & computing 1998-05, Vol.5 (2), p.447-455 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | The influence of observations on the goodness-of-fit test in maximum likelihood factor analysis is investigated by using the local influence method. Under an appropriate perturbation the test statistic forms a surface. One of main diagnostics is the maximum slope of the perturbed surface, the other is the direction vector corresponding to the curvature. These influence measures provide the information about jointly influential observations as well as individually influential observations. |
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ISSN: | 1226-0061 1598-5865 1865-2085 |
DOI: | 10.1007/BF03008928 |