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
1. Verfasser: Jung, Kang -Mo
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.
ISSN:1226-0061
1598-5865
1865-2085
DOI:10.1007/BF03008928