Psychometrika

, Volume 61, Issue 1, pp 93–108 | Cite as

Sensitivity analysis of structural equation models

  • Sik-Yum Lee
  • S. J. Wang
Article

Abstract

The main purpose of this paper is to investigate the sensitivity analysis of structural equation model when minor perturbation is introduced. Some influence measure that based on the general case weight perturbation is derived for the generalized least squares estimation. An influence measure that related to the Cook's distance is also developed for the special case deletion perturbation scheme. Using the proposed methodology, the influential observation in a data set can be detected. Moreover, the general theory can be applied to detect the influential parameters in a model. Finally, some illustrative artificial and real examples are presented.

Key words

perturbation influence graph case weight perturbation Cook's distance eigen-values and eigenvectors 

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Copyright information

© The Psychometric Society 1996

Authors and Affiliations

  • Sik-Yum Lee
    • 1
  • S. J. Wang
    • 1
  1. 1.Department of StatisticsThe Chinese University of Hong KongHong Kong

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