Abstract
In this note we show how the entries of a data matrix can be approximated by a sum of row effects, column effects and interaction terms in a robust way using a weighted L 1 estimator. We discuss an algorithm to compute this fit, and show by a simulation experiment and an example that the proposed method can be a useful tool in exploring data matrices. Moreover, a robust biplot is produced as a byproduct.
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© 1998 Springer-Verlag Berlin Heidelberg
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Croux, C., Filzmoser, P. (1998). Robust Factorization of a Data Matrix. In: Payne, R., Green, P. (eds) COMPSTAT. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-01131-7_29
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DOI: https://doi.org/10.1007/978-3-662-01131-7_29
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1131-5
Online ISBN: 978-3-662-01131-7
eBook Packages: Springer Book Archive