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Assessing Local Influence for Specific Restricted Likelihood: Application to Factor Analysis

Published online by Cambridge University Press:  01 January 2025

C. W. Kwan  and
W. K. Fung
C. W. Kwan*
Affiliation:
Department of Statistics, The University of Hong Kong
W. K. Fung
Affiliation:
Department of Statistics, The University of Hong Kong
*
Requests for reprints should be sent to W. K. Fung, Department of Statistics, The University of Hong Kong, Pokfulam Road, HONG KONG.
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Abstract

In restricted statistical models, since the first derivatives of the likelihood displacement are often nonzero, the commonly adopted formulation for local influence analysis is not appropriate. However, there are two kinds of model restrictions in which the first derivatives of the likelihood displacement are still zero. General formulas for assessing local influence under these restrictions are derived and applied to factor analysis as the usually used restriction in factor analysis satisfies the conditions. Various influence schemes are introduced and a comparison to the influence function approach is discussed. It is also shown that local influence for factor analysis is invariant to the scale of the data and is independent of the rotation of the factor loadings.

Keywords

factor analysissensitivity analysislocal influenceparameter restricted statistical model
Type
Article
Information
Psychometrika , Volume 63 , Issue 1 , March 1998 , pp. 35 - 46
Copyright
Copyright © 1998 The Psychometric Society

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Footnotes

The authors are most grateful to the referees, the Associate Editor, and the Editor for helpful suggestions for improving the clarity of the paper.

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