Abstract
In classical factor analysis, a few outliers can bias the factor structure extracted from the relationship between manifest variables. As in least-squares regression analysis there is no protection against deviant observations. This paper discusses estimation methods which aim to extract the “true” factor structure reflecting the relationships within the bulk of the data. Such estimation methods constitute the core of robust factor analysis. By means of a simulation study, we illustrate that an implementation of robust estimation methods can lend considerable improvement to the validity of a factor analysis.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
Literature
Arminger, G. (1979), Faktorenanalyse, Stuttgart.
Campbell, N.A. (1980), Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation, Appl. Stat., 29, 231–237.
Cureton, E.E. und D'Agostino, R.B. (1983), Factor Analysis: An Applied Approach, London.
Devlin, S.J., Gnanadesikan, R., and Kettenring, J.R. (1975), Robust Estimation and Outlier Detection with Correlation Coefficients, Biometrika, 62, 531–545.
Frantzmann, H.J. (1989), Saisonalitäten und Bewertung am deutschen Aktien- und Rentenmarkt, Frankfurt/M.
Gnanadesikan, R. and Kettenring, J.R. (1972), Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data, Biometrics, 28, 81–124.
Hampel, F.R. (1974), The Influence Curve and its Role in Robust Estimation, J. Amer. Stat. Ass., 69, 383–393.
Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., and Stahel, W.A. (1986), Robust Statistics, The Approach Base on Influence Functions, New York.
Harman, H.H. (1976), Modern Factor Analysis, Chicago.
Huber, P.J. (1964), Robust Estimation for a Location Parameter, Ann. Math. Stat., 35, 73–101.
Huber, P.J. (1981), Robust Statistics, New York.
Kendall, M.G. und Stuart, A. (1958), The Advanced Theory of Statistics, Vol. 1, London.
Kosfeld, R. (1986), Theoretische und numerische Aspekte in der Maximum-Likelihood-Faktorenanalyse, Frankfurt/M.
Kosfeld, R. (1987), Robuste Faktorenanalyse: Einflußdiagnostik und robuste Schätzung, Unveröffentl. Manuskript eines Vortrags vom 20.10.1987 im Seminar über Multivariate Statistik an der Wirtschaftsuniversität Wien.
Ost, F. (1984), Faktorenanalyse, in: Fahrmeir, L. und Hamerle, A. (Hrsg.), Multivariate statistische Verfahren, Berlin.
Schäffer, K.A. (1969), Faktorenanalyse und ihre Anwendungsmöglichkeiten, Allg. Stat. Arch., 53, 51–72.
Seber, G.A.F. (1984), Multivariate Observations, New York.
Sturm, M. (1971), Ein Gesamtindikator zur Konjunkturdiagnose: Alternativvorschlag zum Sachverständigenratsindikator, in: Berichte des Deutschen Industrie-Instituts, Nr. 9.
Tanaka, Y. und Odaka, Y. (1989), Influential Observations in Principal Factor Analysis, Psychometrika, 475–485.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Kosfeld, R. Robust exploratory factor analysis. Statistical Papers 37, 105–122 (1996). https://doi.org/10.1007/BF02926576
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02926576