, Volume 60, Issue 4, pp 607–614 | Cite as

Sensitivity analysis in factor analysis: Difference between using covariance and correlation matrices

  • W. K. Fung
  • C. W. Kwan


Influence curves of some parameters under various methods of factor analysis have been given in the literature. These influence curves depend on the influence curves for either the covariance or the correlation matrix used in the analysis. The differences between the influence curves based on the covariance and the correlation matrices are derived in this paper. Simple formulas for the differences of the influence curves, based on the two matrices, for the unique variance matrix, factor loadings and some other parameter are obtained under scale-invariant estimation methods, though the influence curves themselves are in complex forms.

Key words

sensitivity analysis influential observations influence curves correlation matrix covariance matrix standardization 


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Copyright information

© The Psychometric Society 1995

Authors and Affiliations

  • W. K. Fung
    • 1
  • C. W. Kwan
    • 1
  1. 1.Department of StatisticsThe University of Hong KongHong Kong

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