期刊名称:International Journal of Computer Science and Network Security
印刷版ISSN:1738-7906
出版年度:2006
卷号:6
期号:7A
页码:43-49
出版社:International Journal of Computer Science and Network Security
摘要:Mainly in regression analysis, numerous methods have been proposed historically for the analysis of the influence of single or multiple observations on the results of analysis. Such a sensitivity or stability problem is not special to the regression analysis, but is common to the other statistical methods including the multivariate methods. We combined the general procedure of the sensitivity analysis and the forward search method to detect the influential observations without suffering from the masking and swamping effect, and compared its performance with the other robust methods numerically. The proposed procedure can be applied to any multivariate methods with minor modification. In this paper we propose and discuss our procedure in maximum likelihood factor analysis (MLFA).
关键词:Sensitivity analysis, Maximum likelihood factor analysis, Robust method, Forward search