, Volume 54, Issue 3, pp 501–513 | Cite as

Robust multidimensional scaling

  • Ian Spence
  • Stephan Lewandowsky


A method for multidimensional scaling that is highly resistant to the effects of outliers is described. To illustrate the efficacy of the procedure, some Monte Carlo simulation results are presented. The method is shown to perform well when outliers are present, even in relatively large numbers, and also to perform comparably to other approaches when no outliers are present.

Key words

multidimensional scaling robust estimation outliers 


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Copyright information

© The Psychometric Society 1989

Authors and Affiliations

  • Ian Spence
    • 1
  • Stephan Lewandowsky
    • 1
  1. 1.Department of PsychologyUniversity of TorontoTorontoCanada

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